+28.8%
CFG vs CLBK
+62.9%
-34.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | +2.2% | -2.9% | -1.9% |
| 30D | +3.1% | +5.0% | -1.8% | +0.6% |
| 3M | -9.7% | +3.3% | -13.0% | -11.3% |
| 6M | +6.7% | +29.6% | -22.9% | -8.2% |
| YTD | +15.2% | +62.1% | -46.9% | -13.4% |
| 1Y | +28.8% | +64.3% | -35.6% | -5.4% |
| All | +28.8% | +62.9% | -34.1% | -5.4% |
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