+11.7%
CCI vs CLBK
+54.0%
-42.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +2.5% | +0.9% | +1.6% | +2.4% |
| 30D | +14.4% | +3.4% | +11.0% | +14.0% |
| 3M | +21.7% | -4.3% | +26.0% | +22.3% |
| 6M | +4.0% | +28.4% | -24.3% | +0.4% |
| YTD | +6.2% | +59.4% | -53.2% | -0.2% |
| 1Y | +5.4% | +64.8% | -59.4% | -1.4% |
| 3Y | +11.7% | +50.6% | -38.9% | +4.4% |
| All | +11.7% | +54.0% | -42.2% | +4.4% |
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