+914.5%
CCJ vs CLBK
+67.9%
+846.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | +1.2% | -0.5% | +0.4% |
| 30D | +6.9% | +9.1% | -2.3% | +4.6% |
| 3M | -11.6% | +27.7% | -39.3% | -17.0% |
| 6M | -16.2% | +40.8% | -57.0% | -23.2% |
| YTD | +10.1% | +66.4% | -56.3% | -3.6% |
| 1Y | +32.3% | +72.4% | -40.1% | +14.3% |
| 3Y | +171.3% | +50.7% | +120.6% | +134.6% |
| 5Y | +372.4% | +42.9% | +329.5% | +291.6% |
| All | +914.5% | +67.9% | +846.6% | +724.1% |
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 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