+1.5%
CARR vs CLBK
+52.2%
-50.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -3.8% | -1.5% | -2.3% | -3.2% |
| 30D | -8.9% | -1.0% | -7.9% | -8.6% |
| 3M | -17.3% | +22.9% | -40.2% | -24.0% |
| 6M | -1.4% | +44.2% | -45.6% | -15.0% |
| YTD | +10.0% | +64.0% | -54.0% | -10.3% |
| 1Y | -6.4% | +65.7% | -72.0% | -24.4% |
| 3Y | +1.5% | +54.1% | -52.5% | -19.8% |
| All | +1.5% | +52.2% | -50.7% | -19.8% |
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