+33.3%
CAPR vs CLBK
+67.6%
-34.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -2.2% |
| 7D | -12.6% | -1.5% | -11.2% | -10.1% |
| 30D | +124.4% | +6.7% | +117.7% | +94.9% |
| 3M | -66.8% | +21.2% | -87.9% | -79.1% |
| 6M | -71.8% | +42.0% | -113.8% | -89.3% |
| YTD | -70.1% | +63.3% | -133.3% | -94.9% |
| 1Y | +33.3% | +65.4% | -32.1% | -65.1% |
| All | +33.3% | +67.6% | -34.2% | -65.1% |
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