+113.8%
CF vs CLBK
+27.9%
+86.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | +5.4% | +2.5% | +2.9% | +5.2% |
| 30D | +6.5% | +3.7% | +2.9% | +6.2% |
| 3M | +4.6% | -3.3% | +7.9% | +4.8% |
| 6M | -3.3% | +29.6% | -33.0% | -5.1% |
| YTD | +63.9% | +60.3% | +3.6% | +57.2% |
| 1Y | +50.4% | +63.4% | -13.0% | +43.9% |
| 3Y | +68.2% | +53.8% | +14.4% | +59.8% |
| 5Y | +113.8% | +29.0% | +84.9% | +98.2% |
| All | +113.8% | +27.9% | +86.0% | +98.2% |
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 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