-9.3%
BR vs CLBK
+62.3%
-71.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.9% | +2.6% |
| 7D | +8.9% | +2.5% | +6.3% | +8.6% |
| 30D | +22.2% | -1.2% | +23.4% | +22.2% |
| 3M | +19.4% | +2.6% | +16.8% | +18.7% |
| 6M | +29.1% | +26.5% | +2.6% | +25.0% |
| YTD | -11.5% | +56.4% | -67.9% | -16.8% |
| 1Y | -9.3% | +58.8% | -68.0% | -14.8% |
| All | -9.3% | +62.3% | -71.5% | -14.8% |
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