+274.6%
CF vs CLBK
+57.9%
+216.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +6.6% |
| 7D | +0.4% | +2.5% | -2.1% | -0.4% |
| 30D | +2.2% | -1.2% | +3.4% | +2.5% |
| 3M | +2.1% | +2.6% | -0.5% | +1.1% |
| 6M | -6.5% | +26.5% | -33.0% | -13.9% |
| YTD | +55.6% | +56.4% | -0.9% | +31.6% |
| 1Y | +42.3% | +58.8% | -16.5% | +19.6% |
| 3Y | +55.7% | +43.3% | +12.5% | +28.9% |
| 5Y | +122.4% | +24.0% | +98.4% | +80.5% |
| All | +274.6% | +57.9% | +216.7% | +145.1% |
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