+82.7%
BR vs CLBK
+67.9%
+14.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.3% | +1.2% | -6.5% | -5.5% |
| 30D | +6.4% | +9.1% | -2.7% | +4.3% |
| 3M | +13.6% | +27.7% | -14.0% | +7.5% |
| 6M | -6.7% | +40.8% | -47.5% | -13.8% |
| YTD | -21.1% | +66.4% | -87.5% | -29.9% |
| 1Y | -29.6% | +72.4% | -101.9% | -38.1% |
| 3Y | -2.4% | +50.7% | -53.1% | -13.3% |
| 5Y | +11.2% | +42.9% | -31.7% | -3.9% |
| All | +82.7% | +67.9% | +14.8% | +52.9% |
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 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