-39.7%
CAG vs CLBK
+52.2%
-91.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -5.7% | -1.5% | -4.2% | -5.5% |
| 30D | -2.4% | -1.0% | -1.4% | -2.3% |
| 3M | +9.8% | +22.9% | -13.1% | +6.8% |
| 6M | -10.8% | +44.2% | -55.0% | -15.1% |
| YTD | -10.8% | +64.0% | -74.8% | -16.5% |
| 1Y | -19.0% | +65.7% | -84.6% | -24.3% |
| 3Y | -39.7% | +54.1% | -93.7% | -43.5% |
| All | -39.7% | +52.2% | -91.9% | -43.5% |
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 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