-61.1%
CCL vs CLBK
+67.9%
-129.0%
-89.9%
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 | -5.0% | +1.2% | -6.3% | -5.9% |
| 30D | -20.3% | +9.1% | -29.5% | -25.9% |
| 3M | -15.1% | +27.7% | -42.8% | -30.7% |
| 6M | -15.1% | +40.8% | -55.9% | -35.5% |
| YTD | -21.8% | +66.4% | -88.2% | -48.2% |
| 1Y | -24.8% | +72.4% | -97.2% | -52.0% |
| 3Y | +51.9% | +50.7% | +1.2% | +2.9% |
| 5Y | +4.0% | +42.9% | -38.9% | -36.8% |
| All | -61.1% | +67.9% | -129.0% | -79.0% |
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