+152.8%
BB vs CLBK
+54.0%
+98.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | +1.8% | +0.9% | +0.9% | +1.5% |
| 30D | +8.1% | +3.4% | +4.7% | +6.7% |
| 3M | -1.0% | -4.3% | +3.3% | +0.5% |
| 6M | +45.9% | +28.4% | +17.5% | +30.6% |
| YTD | +134.8% | +59.4% | +75.4% | +90.6% |
| 1Y | +104.6% | +64.8% | +39.8% | +63.5% |
| 3Y | +152.8% | +50.6% | +102.2% | +98.4% |
| All | +152.8% | +54.0% | +98.9% | +98.4% |
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