+173.6%
CCJ vs CLBK
+53.5%
+120.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +5.9% | +1.1% | +4.8% | +5.9% |
| 30D | +4.7% | +7.8% | -3.1% | +4.2% |
| 3M | -3.3% | +23.9% | -27.2% | -4.7% |
| 6M | -7.0% | +42.3% | -49.3% | -9.3% |
| YTD | +11.5% | +65.4% | -53.9% | +7.4% |
| 1Y | +32.3% | +70.3% | -38.0% | +27.1% |
| All | +173.6% | +53.5% | +120.0% | +157.3% |
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