-31.9%
CEG vs CLBK
+65.7%
-97.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -6.6% |
| 7D | -4.8% | +4.6% | -9.4% | -4.2% |
| 30D | -8.2% | -1.5% | -6.7% | -8.1% |
| 3M | -7.9% | +4.4% | -12.3% | -7.5% |
| 6M | -23.2% | +31.7% | -54.9% | -21.9% |
| YTD | -30.1% | +58.7% | -88.8% | -27.1% |
| 1Y | -31.9% | +64.9% | -96.8% | -28.2% |
| All | -31.9% | +65.7% | -97.6% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling