+216.0%
C vs CLBK
+54.0%
+162.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +4.2% | +0.9% | +3.3% | +3.8% |
| 30D | +2.0% | +3.4% | -1.4% | +0.5% |
| 3M | -10.1% | -4.3% | -5.8% | -8.6% |
| 6M | +1.0% | +28.4% | -27.4% | -10.0% |
| YTD | +8.5% | +59.4% | -50.9% | -12.4% |
| 1Y | +25.7% | +64.8% | -39.1% | -0.2% |
| 3Y | +216.0% | +50.6% | +165.4% | +156.1% |
| All | +216.0% | +54.0% | +162.0% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling