-16.4%
BB vs CLBK
+60.9%
-77.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 6M | +45.9% | +28.4% | +17.5% | +31.9% |
| YTD | +134.8% | +59.4% | +75.4% | +94.5% |
| 1Y | +104.6% | +64.8% | +39.8% | +67.3% |
| 3Y | +152.8% | +50.6% | +102.2% | +109.2% |
| 5Y | -17.4% | +28.3% | -45.7% | -31.6% |
| All | -16.4% | +60.9% | -77.2% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling