+180.6%
CEG vs CLBK
+55.4%
+125.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +6.7% | +1.1% | +5.6% | +6.6% |
| 30D | +11.0% | +7.8% | +3.2% | +10.3% |
| 3M | +19.5% | +23.9% | -4.4% | +17.2% |
| 6M | -5.9% | +42.3% | -48.2% | -8.8% |
| YTD | -15.0% | +65.4% | -80.4% | -18.9% |
| 1Y | +0.6% | +70.3% | -69.7% | -4.5% |
| 3Y | +180.6% | +54.5% | +126.2% | +158.4% |
| All | +180.6% | +55.4% | +125.2% | +158.4% |
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