+220.7%
CF vs CLBK
+42.8%
+178.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +6.0% | +1.2% | +4.8% | +5.9% |
| 30D | +14.8% | +9.1% | +5.7% | +14.1% |
| 3M | +14.1% | +27.7% | -13.6% | +11.9% |
| 6M | +28.5% | +40.8% | -12.3% | +24.8% |
| YTD | +74.9% | +66.4% | +8.6% | +66.5% |
| 1Y | +61.7% | +72.4% | -10.7% | +53.0% |
| 3Y | +80.3% | +50.7% | +29.6% | +71.3% |
| All | +220.7% | +42.8% | +178.0% | +179.3% |
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