+1.4%
AVGO vs CLBK
+68.0%
-66.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.1% | -1.5% | +2.6% | +1.1% |
| 30D | -13.0% | -1.0% | -12.0% | -13.0% |
| 3M | -6.0% | +22.9% | -28.9% | -5.8% |
| 6M | +6.4% | +44.2% | -37.8% | +5.8% |
| YTD | +5.0% | +64.0% | -59.0% | +4.8% |
| 1Y | +1.4% | +65.7% | -64.3% | +0.6% |
| All | +1.4% | +68.0% | -66.6% | +0.6% |
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