-27.8%
BB vs CLBK
+41.8%
-69.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | +1.8% | -1.5% | +3.3% | +2.3% |
| 30D | -12.2% | +6.7% | -18.9% | -13.9% |
| 3M | -12.3% | +21.2% | -33.5% | -17.6% |
| 6M | +122.7% | +42.0% | +80.7% | +99.2% |
| YTD | +104.5% | +63.3% | +41.2% | +74.8% |
| 1Y | +106.7% | +65.4% | +41.3% | +75.7% |
| 3Y | +70.0% | +52.5% | +17.5% | +45.7% |
| 5Y | -27.8% | +42.0% | -69.7% | -44.9% |
| All | -27.8% | +41.8% | -69.6% | -44.9% |
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 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