+58.2%
CAPR vs CLBK
+73.3%
-15.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.0% | +1.2% | -3.2% | -4.3% |
| 30D | +139.2% | +9.1% | +130.1% | +99.1% |
| 3M | -66.4% | +27.7% | -94.1% | -81.3% |
| 6M | -63.1% | +40.8% | -104.0% | -85.3% |
| YTD | -67.4% | +66.4% | -133.8% | -94.5% |
| 1Y | +58.2% | +72.4% | -14.1% | -59.5% |
| All | +58.2% | +73.3% | -15.1% | -59.5% |
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 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