+33.6%
CGNX vs CLBK
+65.6%
-32.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +1.5% | -1.4% | +2.8% | +2.1% |
| 30D | -1.8% | +4.5% | -6.3% | -4.0% |
| 3M | +5.3% | +22.8% | -17.5% | -4.9% |
| 6M | +22.3% | +43.4% | -21.1% | +2.7% |
| YTD | +72.2% | +64.1% | +8.1% | +35.5% |
| 1Y | +39.8% | +67.6% | -27.7% | +8.5% |
| 3Y | +44.8% | +53.3% | -8.4% | +14.3% |
| 5Y | -27.0% | +44.8% | -71.9% | -46.6% |
| All | +33.6% | +65.6% | -32.0% | -7.5% |
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