+81.3%
CI vs CLBK
+67.9%
+13.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | +1.2% | +0.1% | +1.0% |
| 30D | +4.4% | +9.1% | -4.7% | +1.9% |
| 3M | +0.7% | +27.7% | -27.0% | -6.3% |
| 6M | +0.3% | +40.8% | -40.5% | -9.3% |
| YTD | +3.8% | +66.4% | -62.6% | -11.0% |
| 1Y | -5.5% | +72.4% | -77.9% | -20.3% |
| 3Y | +8.1% | +50.7% | -42.6% | -8.2% |
| 5Y | +42.8% | +42.9% | -0.1% | +14.0% |
| All | +81.3% | +67.9% | +13.4% | +28.5% |
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