+135.8%
CFG vs CLBK
+67.9%
+67.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | +1.2% | +0.3% | +0.6% |
| 30D | -3.8% | +9.1% | -13.0% | -10.5% |
| 3M | +11.5% | +27.7% | -16.2% | -8.9% |
| 6M | +19.2% | +40.8% | -21.6% | -10.2% |
| YTD | +23.7% | +66.4% | -42.7% | -19.0% |
| 1Y | +38.8% | +72.4% | -33.5% | -12.4% |
| 3Y | +178.9% | +50.7% | +128.2% | +89.5% |
| 5Y | +101.8% | +42.9% | +58.9% | +26.5% |
| All | +135.8% | +67.9% | +67.9% | +30.4% |
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 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