+144.6%
CAPR vs CLBK
+24.6%
+120.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.2% |
| 7D | +41.1% | +0.6% | +40.4% | +40.7% |
| 30D | +11.1% | +2.9% | +8.2% | +9.6% |
| 3M | +115.3% | +3.0% | +112.4% | +111.5% |
| 6M | -73.8% | +27.3% | -101.1% | -77.1% |
| YTD | -68.8% | +58.0% | -126.8% | -76.1% |
| 1Y | +43.3% | +62.4% | -19.1% | +12.8% |
| 3Y | +214.7% | +46.9% | +167.8% | +149.8% |
| All | +144.6% | +24.6% | +120.0% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling