+25.6%
CL vs CLBK
+62.9%
-37.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.8% | +2.2% | -2.9% | -1.1% |
| 30D | +9.5% | +5.0% | +4.6% | +8.8% |
| 3M | +6.8% | +3.3% | +3.5% | +6.1% |
| 6M | +14.3% | +29.6% | -15.3% | +9.8% |
| YTD | +26.3% | +62.1% | -35.9% | +18.9% |
| 1Y | +25.6% | +64.3% | -38.8% | +17.3% |
| All | +25.6% | +62.9% | -37.3% | +17.3% |
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