+62.0%
CFG vs CLBK
+24.6%
+37.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.5% |
| 7D | -0.9% | +0.6% | -1.5% | -1.2% |
| 30D | +1.1% | +2.9% | -1.8% | -0.7% |
| 3M | -12.0% | +3.0% | -14.9% | -13.8% |
| 6M | -2.2% | +27.3% | -29.5% | -16.0% |
| YTD | +11.4% | +58.0% | -46.6% | -16.4% |
| 1Y | +27.8% | +62.4% | -34.5% | -5.7% |
| 3Y | +173.3% | +46.9% | +126.4% | +110.5% |
| All | +62.0% | +24.6% | +37.5% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling