+55.4%
CAH vs CLBK
+68.0%
-12.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.1% | -1.5% | -3.6% | -5.2% |
| 30D | +0.2% | -1.0% | +1.2% | +0.1% |
| 3M | +6.3% | +22.9% | -16.6% | +7.0% |
| 6M | +9.4% | +44.2% | -34.8% | +10.9% |
| YTD | +15.0% | +64.0% | -49.0% | +16.7% |
| 1Y | +55.4% | +65.7% | -10.2% | +56.3% |
| All | +55.4% | +68.0% | -12.5% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling