-21.4%
CEG vs CLBK
+62.9%
-84.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +11.8% | +2.2% | +9.7% | +12.0% |
| 30D | -6.5% | +5.0% | -11.5% | -5.9% |
| 3M | -1.2% | +3.3% | -4.4% | -0.6% |
| 6M | -8.0% | +29.6% | -37.6% | -6.2% |
| YTD | -21.9% | +62.1% | -84.0% | -17.0% |
| 1Y | -21.4% | +64.3% | -85.8% | -15.1% |
| All | -21.4% | +62.9% | -84.3% | -15.1% |
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 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