+388.1%
CAH vs CLBK
+66.9%
+321.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | +0.5% | +1.1% | -0.7% | +0.2% |
| 30D | +1.7% | +7.8% | -6.0% | -0.1% |
| 3M | +17.9% | +23.9% | -6.0% | +11.8% |
| 6M | +10.9% | +42.3% | -31.4% | +1.7% |
| YTD | +17.9% | +65.4% | -47.5% | +3.7% |
| 1Y | +61.7% | +70.3% | -8.6% | +40.6% |
| 3Y | +183.7% | +54.5% | +129.3% | +144.5% |
| 5Y | +401.3% | +43.1% | +358.2% | +310.6% |
| All | +388.1% | +66.9% | +321.2% | +257.3% |
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