+47.3%
CAPR vs CLBK
+57.4%
-10.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.0% | +1.2% | -3.2% | -2.9% |
| 30D | +139.2% | +9.1% | +130.1% | +123.3% |
| 3M | -66.4% | +27.7% | -94.1% | -72.7% |
| 6M | -63.1% | +40.8% | -104.0% | -72.8% |
| YTD | -67.4% | +66.4% | -133.8% | -79.7% |
| 1Y | +58.2% | +72.4% | -14.1% | +3.5% |
| All | +47.3% | +57.4% | -10.0% | -3.4% |
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