+64.9%
CLBK vs BTG
+24.4%
+40.5%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.7% | -7.8% | +0.7% |
| 7D | +4.6% | -0.2% | +4.8% | +4.6% |
| 30D | -1.5% | -0.8% | -0.7% | -1.5% |
| 3M | +4.4% | +31.8% | -27.5% | +3.4% |
| 6M | +31.7% | +20.4% | +11.3% | +31.0% |
| YTD | +58.7% | +14.7% | +44.0% | +53.9% |
| 1Y | +64.9% | +29.4% | +35.5% | +57.2% |
| All | +64.9% | +24.4% | +40.5% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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