+34.3%
BP vs CLBK
+73.3%
-39.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.9% | +1.2% | +2.7% | +4.0% |
| 30D | +7.6% | +9.1% | -1.5% | +7.9% |
| 3M | +0.7% | +27.7% | -27.0% | +1.3% |
| 6M | +15.5% | +40.8% | -25.3% | +16.4% |
| YTD | +30.8% | +66.4% | -35.6% | +29.3% |
| 1Y | +34.3% | +72.4% | -38.1% | +32.9% |
| All | +34.3% | +73.3% | -39.0% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling