-14.1%
CG vs CLBK
+65.7%
-79.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +4.1% |
| 7D | +9.4% | +4.6% | +4.9% | +7.3% |
| 30D | +8.7% | -1.5% | +10.2% | +9.4% |
| 3M | -15.0% | +4.4% | -19.4% | -16.7% |
| 6M | -13.2% | +31.7% | -44.9% | -25.1% |
| YTD | -26.2% | +58.7% | -84.9% | -41.1% |
| 1Y | -14.1% | +64.9% | -79.0% | -32.8% |
| All | -14.1% | +65.7% | -79.8% | -32.8% |
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