+64.9%
CLBK vs CAI
+12.6%
+52.3%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.9% |
| 7D | +4.6% | -6.3% | +10.9% | +4.6% |
| 30D | -1.5% | +9.3% | -10.8% | -1.6% |
| 3M | +4.4% | +106.3% | -102.0% | +3.3% |
| 6M | +31.7% | +77.7% | -46.1% | +30.0% |
| YTD | +58.7% | +23.1% | +35.6% | +55.6% |
| 1Y | +64.9% | +6.5% | +58.3% | +64.4% |
| All | +64.9% | +12.6% | +52.3% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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