-17.7%
BB vs CLBK
+27.8%
-45.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | +1.8% | +0.9% | +0.9% | +1.6% |
| 30D | +8.1% | +3.4% | +4.7% | +7.1% |
| 3M | -1.0% | -4.3% | +3.3% | +0.1% |
| 6M | +45.9% | +28.4% | +17.5% | +34.8% |
| YTD | +134.8% | +59.4% | +75.4% | +102.8% |
| 1Y | +104.6% | +64.8% | +39.8% | +74.9% |
| 3Y | +152.8% | +50.6% | +102.2% | +118.6% |
| All | -17.7% | +27.8% | -45.5% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling