+582.9%
CEG vs CLBK
+22.8%
+560.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.2% | +8.3% | +10.3% |
| 7D | +7.3% | +1.8% | +5.5% | +7.2% |
| 30D | -7.4% | +5.1% | -12.5% | -7.6% |
| 3M | +2.5% | +5.2% | -2.7% | +2.1% |
| 6M | -8.8% | +28.6% | -37.4% | -10.5% |
| YTD | -21.5% | +61.4% | -82.9% | -24.4% |
| 1Y | -22.5% | +64.7% | -87.2% | -25.6% |
| 3Y | +133.3% | +55.1% | +78.2% | +121.8% |
| All | +582.9% | +22.8% | +560.1% | +581.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling