+55.3%
CLBK vs COO
-22.2%
+77.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | +2.9% | +4.5% | -1.6% | +1.8% |
| 30D | +5.4% | +16.9% | -11.5% | +1.4% |
| 3M | +5.8% | -16.7% | +22.5% | +10.6% |
| 6M | +28.9% | +5.9% | +23.0% | +25.7% |
| YTD | +61.8% | -22.4% | +84.3% | +72.3% |
| 1Y | +63.1% | -10.1% | +73.2% | +66.2% |
| 3Y | +55.3% | -22.8% | +78.1% | +50.2% |
| All | +55.3% | -22.2% | +77.5% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling