+50.6%
BEN vs CLBK
+67.9%
-17.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +0.2% | +1.2% | -1.0% | -0.4% |
| 30D | -0.5% | +9.1% | -9.7% | -5.2% |
| 3M | +9.7% | +27.7% | -18.0% | -4.4% |
| 6M | +33.9% | +40.8% | -6.9% | +10.8% |
| YTD | +49.0% | +66.4% | -17.4% | +12.2% |
| 1Y | +42.1% | +72.4% | -30.3% | +4.2% |
| 3Y | +51.9% | +50.7% | +1.2% | +16.1% |
| 5Y | +39.0% | +42.9% | -3.9% | +0.7% |
| All | +50.6% | +67.9% | -17.3% | -3.7% |
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