+64.2%
BBY vs CLBK
+64.7%
-0.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | +1.2% | -1.5% | +2.6% | +1.8% |
| 30D | +6.8% | +6.7% | +0.1% | +3.7% |
| 3M | +18.7% | +21.2% | -2.4% | +8.8% |
| 6M | +37.3% | +42.0% | -4.7% | +17.2% |
| YTD | +35.3% | +63.3% | -28.0% | +8.3% |
| 1Y | +20.7% | +65.4% | -44.7% | -4.4% |
| 3Y | +39.4% | +52.5% | -13.0% | +11.3% |
| 5Y | -1.5% | +42.0% | -43.4% | -24.8% |
| All | +64.2% | +64.7% | -0.5% | +23.3% |
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