+2.8%
AVGO vs CLBK
+63.8%
-61.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -4.8% |
| 7D | +18.2% | +0.9% | +17.3% | +18.2% |
| 30D | +0.2% | +3.4% | -3.2% | +0.5% |
| 3M | -16.8% | -4.3% | -12.5% | -16.7% |
| 6M | -16.5% | +28.4% | -44.8% | -15.7% |
| YTD | +0.8% | +59.4% | -58.6% | +3.7% |
| 1Y | +2.8% | +64.8% | -62.0% | +6.3% |
| All | +2.8% | +63.8% | -61.0% | +6.3% |
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 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