+98.5%
BURL vs CLBK
+67.9%
+30.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -2.8% | +1.2% | -4.0% | -3.3% |
| 30D | -28.2% | +9.1% | -37.3% | -31.1% |
| 3M | -17.6% | +27.7% | -45.3% | -26.6% |
| 6M | -11.8% | +40.8% | -52.6% | -24.9% |
| YTD | -8.1% | +66.4% | -74.5% | -27.9% |
| 1Y | -12.0% | +72.4% | -84.3% | -32.7% |
| 3Y | +63.3% | +50.7% | +12.6% | +28.0% |
| 5Y | -10.8% | +42.9% | -53.7% | -35.2% |
| All | +98.5% | +67.9% | +30.6% | +26.5% |
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