+154.7%
BLK vs CLBK
+64.7%
+89.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | -2.7% | -1.5% | -1.2% | -2.1% |
| 30D | -4.8% | +6.7% | -11.4% | -7.4% |
| 3M | +6.5% | +21.2% | -14.7% | -2.2% |
| 6M | +13.2% | +42.0% | -28.8% | -2.9% |
| YTD | +1.8% | +63.3% | -61.5% | -18.0% |
| 1Y | -1.0% | +65.4% | -66.4% | -21.0% |
| 3Y | +66.0% | +52.5% | +13.5% | +32.5% |
| 5Y | +31.2% | +42.0% | -10.7% | +0.3% |
| All | +154.7% | +64.7% | +89.9% | +82.5% |
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