+321.2%
CF vs CLBK
+67.9%
+253.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +6.0% | +1.2% | +4.8% | +5.6% |
| 30D | +14.8% | +9.1% | +5.7% | +11.6% |
| 3M | +14.1% | +27.7% | -13.6% | +5.1% |
| 6M | +28.5% | +40.8% | -12.3% | +13.9% |
| YTD | +74.9% | +66.4% | +8.6% | +45.3% |
| 1Y | +61.7% | +72.4% | -10.7% | +32.0% |
| 3Y | +80.3% | +50.7% | +29.6% | +47.1% |
| 5Y | +226.0% | +42.9% | +183.0% | +142.8% |
| All | +321.2% | +67.9% | +253.3% | +170.6% |
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