-81.6%
CHTR vs CLBK
+43.5%
-125.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -4.1% | -1.5% | -2.6% | -3.7% |
| 30D | -3.0% | -1.0% | -1.9% | -2.6% |
| 3M | +4.8% | +22.9% | -18.2% | -1.4% |
| 6M | -35.0% | +44.2% | -79.2% | -41.7% |
| YTD | -30.2% | +64.0% | -94.1% | -39.6% |
| 1Y | -44.8% | +65.7% | -110.4% | -52.5% |
| 3Y | -66.6% | +54.1% | -120.6% | -71.1% |
| All | -81.6% | +43.5% | -125.1% | -85.0% |
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