+59.0%
BP vs CLBK
+67.9%
-8.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.9% | +1.2% | +2.7% | +3.5% |
| 30D | +7.6% | +9.1% | -1.5% | +4.4% |
| 3M | +0.7% | +27.7% | -27.0% | -7.7% |
| 6M | +15.5% | +40.8% | -25.3% | +1.8% |
| YTD | +30.8% | +66.4% | -35.6% | +8.1% |
| 1Y | +34.3% | +72.4% | -38.1% | +8.9% |
| 3Y | +35.1% | +50.7% | -15.6% | +10.2% |
| 5Y | +126.8% | +42.9% | +83.9% | +69.4% |
| All | +59.0% | +67.9% | -8.9% | +4.7% |
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