+48.5%
BB vs CLBK
+51.6%
-3.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.0% |
| 7D | +1.8% | -1.5% | +3.3% | +2.4% |
| 30D | -12.2% | +6.7% | -18.9% | -14.4% |
| 3M | -12.3% | +21.2% | -33.5% | -19.2% |
| 6M | +122.7% | +42.0% | +80.7% | +92.0% |
| YTD | +104.5% | +63.3% | +41.2% | +65.7% |
| 1Y | +106.7% | +65.4% | +41.3% | +66.1% |
| All | +48.5% | +51.6% | -3.1% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling