-66.6%
CHTR vs CLBK
+52.2%
-118.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -4.1% | -1.5% | -2.6% | -3.6% |
| 30D | -3.0% | -1.0% | -1.9% | -2.6% |
| 3M | +4.8% | +22.9% | -18.2% | -2.6% |
| 6M | -35.0% | +44.2% | -79.2% | -42.8% |
| YTD | -30.2% | +64.0% | -94.1% | -41.3% |
| 1Y | -44.8% | +65.7% | -110.4% | -53.9% |
| 3Y | -66.6% | +54.1% | -120.6% | -71.6% |
| All | -66.6% | +52.2% | -118.8% | -71.6% |
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 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