+5.7%
BP vs CLBK
+28.0%
-22.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.2% |
| 7D | +2.5% | +2.5% | +0.1% | +2.7% |
| 30D | -5.6% | +3.7% | -9.3% | -5.4% |
| 3M | +8.0% | -3.3% | +11.3% | +7.7% |
| 6M | +5.7% | +29.6% | -24.0% | +7.0% |
| All | +5.7% | +28.0% | -22.4% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling