+802.1%
ASX vs CLBK
+67.9%
+734.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.7% | +1.2% | -1.9% | -1.1% |
| 30D | +2.0% | +9.1% | -7.1% | -0.7% |
| 3M | -1.3% | +27.7% | -29.0% | -8.8% |
| 6M | +71.4% | +40.8% | +30.6% | +53.6% |
| YTD | +135.3% | +66.4% | +68.9% | +99.0% |
| 1Y | +267.5% | +72.4% | +195.1% | +205.4% |
| 3Y | +388.5% | +50.7% | +337.8% | +313.4% |
| 5Y | +417.1% | +42.9% | +374.2% | +314.4% |
| All | +802.1% | +67.9% | +734.2% | +561.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling