+103.4%
BR vs CLBK
+60.9%
+42.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.1% | +0.9% | +0.2% | +0.9% |
| 30D | +14.4% | +3.4% | +11.0% | +13.5% |
| 3M | +12.4% | -4.3% | +16.7% | +13.4% |
| 6M | +35.4% | +28.4% | +7.1% | +27.8% |
| YTD | -12.2% | +59.4% | -71.6% | -21.4% |
| 1Y | -12.7% | +64.8% | -77.6% | -22.5% |
| 3Y | +14.3% | +50.6% | -36.3% | +1.3% |
| 5Y | +19.3% | +28.3% | -9.0% | +6.6% |
| All | +103.4% | +60.9% | +42.5% | +71.6% |
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