+639.5%
CEG vs CLBK
+26.6%
+612.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +8.0% | +1.2% | +6.8% | +7.9% |
| 30D | +12.9% | +9.1% | +3.8% | +12.2% |
| 3M | +13.2% | +27.7% | -14.5% | +11.1% |
| 6M | -7.0% | +40.8% | -47.8% | -9.4% |
| YTD | -15.0% | +66.4% | -81.4% | -18.3% |
| 1Y | -2.7% | +72.4% | -75.1% | -6.9% |
| 3Y | +184.1% | +50.7% | +133.4% | +170.2% |
| All | +639.5% | +26.6% | +612.9% | +636.1% |
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 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