+668.0%
BE vs CLBK
+49.1%
+618.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.6% |
| 7D | +10.8% | +0.9% | +9.9% | +10.5% |
| 30D | -19.8% | +3.4% | -23.2% | -21.3% |
| 3M | -18.7% | -4.3% | -14.4% | -17.1% |
| 6M | -33.7% | +28.4% | -62.1% | -42.7% |
| YTD | +121.0% | +59.4% | +61.5% | +67.6% |
| 1Y | +85.4% | +64.8% | +20.6% | +36.7% |
| 3Y | +1,709.5% | +50.6% | +1,658.9% | +1,237.7% |
| 5Y | +462.2% | +28.3% | +433.9% | +312.6% |
| All | +668.0% | +49.1% | +618.8% | +321.5% |
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