+39.0%
CGNX vs CLBK
+65.5%
-26.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | +3.2% | -1.5% | +4.6% | +3.9% |
| 30D | +6.0% | -1.0% | +7.0% | +6.5% |
| 3M | +3.5% | +22.9% | -19.4% | -6.5% |
| 6M | +26.3% | +44.2% | -17.9% | +5.8% |
| YTD | +79.2% | +64.0% | +15.3% | +41.1% |
| 1Y | +43.8% | +65.7% | -21.9% | +12.2% |
| 3Y | +52.0% | +54.1% | -2.1% | +19.7% |
| 5Y | -24.0% | +44.7% | -68.7% | -44.4% |
| All | +39.0% | +65.5% | -26.4% | -3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling