-17.6%
CCJ vs CLBK
+63.8%
-81.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.5% |
| 7D | -0.8% | +0.9% | -1.7% | -0.8% |
| 30D | -13.2% | +3.4% | -16.6% | -13.1% |
| 3M | -27.6% | -4.3% | -23.4% | -27.4% |
| 6M | -38.7% | +28.4% | -67.1% | -39.3% |
| YTD | -22.7% | +59.4% | -82.1% | -24.5% |
| 1Y | -17.6% | +64.8% | -82.4% | -19.5% |
| All | -17.6% | +63.8% | -81.4% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling