+425.9%
CARR vs CLBK
+104.4%
+321.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | +0.6% | -1.5% | +2.1% | +1.2% |
| 30D | -8.7% | +6.7% | -15.3% | -10.8% |
| 3M | -18.4% | +21.2% | -39.5% | -24.2% |
| 6M | -0.6% | +42.0% | -42.6% | -13.0% |
| YTD | +10.9% | +63.3% | -52.3% | -8.0% |
| 1Y | -7.3% | +65.4% | -72.7% | -23.8% |
| 3Y | +2.9% | +52.5% | -49.6% | -15.0% |
| 5Y | +9.6% | +42.0% | -32.3% | -12.8% |
| All | +425.9% | +104.4% | +321.5% | +255.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling