+87.6%
BURL vs CLBK
+57.9%
+29.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.3% |
| 7D | +3.5% | +2.5% | +1.0% | +2.3% |
| 30D | -9.3% | -1.2% | -8.1% | -8.9% |
| 3M | -32.1% | +2.6% | -34.7% | -33.2% |
| 6M | -19.8% | +26.5% | -46.3% | -28.5% |
| YTD | -13.2% | +56.4% | -69.6% | -30.2% |
| 1Y | -7.8% | +58.8% | -66.6% | -26.7% |
| 3Y | +89.3% | +43.3% | +46.1% | +51.4% |
| 5Y | -15.8% | +24.0% | -39.8% | -33.1% |
| All | +87.6% | +57.9% | +29.7% | +22.7% |
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