+12.7%
AR vs CLBK
+64.7%
-52.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.1% |
| 7D | +6.4% | +2.5% | +4.0% | +6.8% |
| 30D | +3.1% | +3.7% | -0.6% | +3.8% |
| 3M | +3.3% | -3.3% | +6.5% | +2.6% |
| 6M | +6.6% | +29.6% | -23.1% | +12.8% |
| YTD | +12.3% | +60.3% | -47.9% | +23.2% |
| All | +12.7% | +64.7% | -52.0% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling