-15.9%
CG vs CLBK
+28.8%
-44.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +2.0% | +2.9% | -0.9% | +0.6% |
| 30D | +8.5% | +5.4% | +3.2% | +5.9% |
| 3M | -12.1% | +5.8% | -17.9% | -14.6% |
| 6M | -16.4% | +28.9% | -45.3% | -26.7% |
| YTD | -28.0% | +61.8% | -89.8% | -43.6% |
| 1Y | -18.9% | +63.1% | -82.0% | -36.8% |
| 3Y | +51.2% | +55.3% | -4.1% | +20.4% |
| 5Y | -15.9% | +28.0% | -43.9% | -32.6% |
| All | -15.9% | +28.8% | -44.6% | -32.6% |
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