+103.2%
CB vs CLBK
+24.6%
+78.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | +0.2% | +0.6% | -0.4% | +0.2% |
| 30D | +9.1% | +2.9% | +6.2% | +8.6% |
| 3M | +3.4% | +3.0% | +0.5% | +2.9% |
| 6M | +14.1% | +27.3% | -13.2% | +10.2% |
| YTD | +18.0% | +58.0% | -40.0% | +10.5% |
| 1Y | +30.1% | +62.4% | -32.2% | +21.3% |
| 3Y | +71.8% | +46.9% | +24.8% | +59.9% |
| All | +103.2% | +24.6% | +78.6% | +85.1% |
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