+56.1%
B vs CLBK
+67.6%
-11.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.1% |
| 7D | +1.0% | -1.5% | +2.5% | +1.1% |
| 30D | +9.5% | +6.7% | +2.8% | +9.4% |
| 3M | +14.3% | +21.2% | -6.8% | +13.8% |
| 6M | -1.9% | +42.0% | -43.8% | -1.9% |
| YTD | +4.1% | +63.3% | -59.2% | +6.2% |
| 1Y | +56.1% | +65.4% | -9.3% | +62.9% |
| All | +56.1% | +67.6% | -11.5% | +62.9% |
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