-56.8%
CHTR vs CLBK
+64.7%
-121.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.3% | -6.8% | -7.7% |
| 7D | -15.8% | -1.5% | -14.3% | -15.4% |
| 30D | -12.7% | +6.7% | -19.3% | -14.4% |
| 3M | -1.1% | +21.2% | -22.3% | -6.8% |
| 6M | -39.9% | +42.0% | -81.9% | -46.0% |
| YTD | -35.9% | +63.3% | -99.1% | -44.8% |
| 1Y | -49.2% | +65.4% | -114.5% | -56.6% |
| 3Y | -68.3% | +52.5% | -120.8% | -72.7% |
| 5Y | -83.0% | +42.0% | -124.9% | -85.5% |
| All | -56.8% | +64.7% | -121.5% | -65.4% |
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