+911.5%
BE vs CLBK
+55.7%
+855.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +20.0% | +1.2% | +18.8% | +19.2% |
| 30D | +7.9% | +9.1% | -1.2% | +3.1% |
| 3M | -13.2% | +27.7% | -40.9% | -24.7% |
| 6M | +53.5% | +40.8% | +12.6% | +26.5% |
| YTD | +191.0% | +66.4% | +124.6% | +116.3% |
| 1Y | +360.5% | +72.4% | +288.1% | +229.5% |
| 3Y | +1,568.0% | +50.7% | +1,517.3% | +1,142.7% |
| 5Y | +1,055.2% | +42.9% | +1,012.3% | +682.3% |
| All | +911.5% | +55.7% | +855.8% | +444.1% |
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