+1,227.8%
BE vs CLBK
+41.8%
+1,186.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.5% |
| 7D | +23.9% | -1.5% | +25.4% | +24.5% |
| 30D | +27.8% | +6.7% | +21.2% | +25.3% |
| 3M | +3.7% | +21.2% | -17.4% | -3.1% |
| 6M | +78.0% | +42.0% | +36.0% | +57.8% |
| YTD | +209.9% | +63.3% | +146.7% | +160.0% |
| 1Y | +389.6% | +65.4% | +324.2% | +304.6% |
| 3Y | +1,730.6% | +52.5% | +1,678.1% | +1,435.9% |
| 5Y | +1,227.8% | +42.0% | +1,185.8% | +832.8% |
| All | +1,227.8% | +41.8% | +1,186.0% | +832.8% |
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