+33.7%
CFG vs CLBK
+65.7%
-32.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.9% |
| 7D | +1.8% | +4.6% | -2.8% | -0.6% |
| 30D | +3.3% | -1.5% | +4.8% | +4.1% |
| 3M | -9.8% | +4.4% | -14.2% | -12.0% |
| 6M | +5.2% | +31.7% | -26.5% | -10.5% |
| YTD | +16.1% | +58.7% | -42.6% | -11.9% |
| 1Y | +33.7% | +64.9% | -31.2% | -2.2% |
| All | +33.7% | +65.7% | -32.1% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling