+76.6%
CB vs CLBK
+51.7%
+25.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | +1.2% | -0.7% | +0.4% |
| 30D | -3.1% | +9.1% | -12.2% | -4.1% |
| 3M | +9.0% | +27.7% | -18.7% | +5.8% |
| 6M | +2.9% | +40.8% | -38.0% | -1.3% |
| YTD | +10.1% | +66.4% | -56.3% | +3.7% |
| 1Y | +22.8% | +72.4% | -49.6% | +15.0% |
| All | +76.6% | +51.7% | +25.0% | +64.5% |
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 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