+44.5%
CIEN vs CLBK
+63.8%
-19.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.0% | -4.7% |
| 7D | +15.3% | +0.9% | +14.4% | +15.4% |
| 30D | -22.0% | +3.4% | -25.4% | -21.2% |
| 3M | -36.6% | -4.3% | -32.4% | -36.7% |
| 6M | -51.5% | +28.4% | -79.8% | -47.7% |
| YTD | +20.0% | +59.4% | -39.5% | +44.1% |
| 1Y | +44.5% | +64.8% | -20.4% | +77.5% |
| All | +44.5% | +63.8% | -19.4% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling