+38.2%
CFG vs CLBK
+67.6%
-29.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.2% |
| 7D | -0.6% | -1.5% | +0.9% | +0.2% |
| 30D | -4.5% | +6.7% | -11.2% | -7.9% |
| 3M | +6.3% | +21.2% | -14.8% | -4.7% |
| 6M | +20.6% | +42.0% | -21.4% | -1.4% |
| YTD | +21.2% | +63.3% | -42.0% | -8.7% |
| 1Y | +38.2% | +65.4% | -27.2% | +1.9% |
| All | +38.2% | +67.6% | -29.4% | +1.9% |
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