+10.7%
CARR vs CLBK
+43.5%
-32.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -3.8% | -1.5% | -2.3% | -3.3% |
| 30D | -8.9% | -1.0% | -7.9% | -8.6% |
| 3M | -17.3% | +22.9% | -40.2% | -22.8% |
| 6M | -1.4% | +44.2% | -45.6% | -12.5% |
| YTD | +10.0% | +64.0% | -54.0% | -6.5% |
| 1Y | -6.4% | +65.7% | -72.0% | -21.0% |
| 3Y | +1.5% | +54.1% | -52.5% | -14.1% |
| All | +10.7% | +43.5% | -32.8% | -11.0% |
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