+51.2%
CG vs CLBK
+54.5%
-3.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +2.0% | +2.9% | -0.9% | +0.3% |
| 30D | +8.5% | +5.4% | +3.2% | +5.2% |
| 3M | -12.1% | +5.8% | -17.9% | -15.3% |
| 6M | -16.4% | +28.9% | -45.3% | -29.5% |
| YTD | -28.0% | +61.8% | -89.8% | -47.7% |
| 1Y | -18.9% | +63.1% | -82.0% | -41.6% |
| 3Y | +51.2% | +55.3% | -4.1% | +13.1% |
| All | +51.2% | +54.5% | -3.2% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling