+154.5%
CDE vs CLBK
+64.7%
+89.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | -2.0% | -1.5% | -0.5% | -1.4% |
| 30D | +15.7% | +6.7% | +9.0% | +12.7% |
| 3M | +30.5% | +21.2% | +9.4% | +20.3% |
| 6M | -7.4% | +42.0% | -49.4% | -19.9% |
| YTD | +17.9% | +63.3% | -45.3% | -4.0% |
| 1Y | +46.7% | +65.4% | -18.7% | +17.2% |
| 3Y | +851.3% | +52.5% | +798.8% | +664.2% |
| 5Y | +202.9% | +42.0% | +161.0% | +126.1% |
| All | +154.5% | +64.7% | +89.8% | +66.6% |
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