+54.1%
CCL vs CLBK
+55.4%
-1.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | -0.1% | +1.1% | -1.3% | -0.8% |
| 30D | -20.0% | +7.8% | -27.7% | -23.8% |
| 3M | -13.7% | +23.9% | -37.5% | -25.2% |
| 6M | -9.0% | +42.3% | -51.3% | -27.7% |
| YTD | -22.8% | +65.4% | -88.2% | -44.3% |
| 1Y | -25.3% | +70.3% | -95.6% | -47.5% |
| 3Y | +54.1% | +54.5% | -0.4% | +7.7% |
| All | +54.1% | +55.4% | -1.3% | +7.7% |
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