+144.3%
AR vs CLBK
+43.5%
+100.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.8% | +1.1% | -3.0% | -2.1% |
| 30D | +12.6% | +7.8% | +4.8% | +10.6% |
| 3M | +10.0% | +23.9% | -13.8% | +4.3% |
| 6M | +0.6% | +42.3% | -41.7% | -8.0% |
| YTD | +13.4% | +65.4% | -52.0% | -0.9% |
| 1Y | +21.7% | +70.3% | -48.6% | +5.1% |
| 3Y | +45.8% | +54.5% | -8.6% | +27.0% |
| 5Y | +144.3% | +43.1% | +101.1% | +84.5% |
| All | +144.3% | +43.5% | +100.7% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling