+105.9%
C vs CLBK
+24.6%
+81.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -6.0% | +2.9% | -8.9% | -7.0% |
| 3M | -10.5% | +3.0% | -13.5% | -11.7% |
| 6M | -5.7% | +27.3% | -33.0% | -14.4% |
| YTD | +4.1% | +58.0% | -53.9% | -13.1% |
| 1Y | +20.5% | +62.4% | -41.9% | -0.6% |
| 3Y | +208.1% | +46.9% | +161.2% | +159.3% |
| All | +105.9% | +24.6% | +81.4% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling