+162.0%
C vs CLBK
+67.9%
+94.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | +1.2% | +2.4% | +2.9% |
| 30D | +0.1% | +9.1% | -9.1% | -5.1% |
| 3M | +2.4% | +27.7% | -25.3% | -12.0% |
| 6M | +24.9% | +40.8% | -15.9% | +1.1% |
| YTD | +19.8% | +66.4% | -46.6% | -12.8% |
| 1Y | +44.9% | +72.4% | -27.5% | +2.4% |
| 3Y | +263.0% | +50.7% | +212.3% | +167.2% |
| 5Y | +129.5% | +42.9% | +86.6% | +53.2% |
| All | +162.0% | +67.9% | +94.1% | +58.3% |
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