+2.6%
CCI vs CLBK
+67.9%
-65.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.4% | +1.2% | -1.6% | -0.7% |
| 30D | +2.7% | +9.1% | -6.4% | +0.6% |
| 3M | -18.2% | +27.7% | -45.9% | -22.8% |
| 6M | -14.8% | +40.8% | -55.6% | -21.5% |
| YTD | -12.6% | +66.4% | -79.0% | -22.6% |
| 1Y | -16.7% | +72.4% | -89.1% | -27.2% |
| 3Y | -10.5% | +50.7% | -61.2% | -21.0% |
| 5Y | -51.4% | +42.9% | -94.4% | -58.3% |
| All | +2.6% | +67.9% | -65.3% | -20.2% |
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