+67.4%
CLBK vs COO
+23.0%
+44.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +1.2% | -2.2% | +3.4% | +1.9% |
| 30D | +9.1% | -7.0% | +16.1% | +11.4% |
| 3M | +27.7% | +12.2% | +15.5% | +22.9% |
| 6M | +40.8% | -15.1% | +55.9% | +47.2% |
| YTD | +66.4% | -15.1% | +81.5% | +73.9% |
| 1Y | +72.4% | +2.3% | +70.0% | +69.7% |
| 3Y | +50.7% | -23.7% | +74.4% | +58.6% |
| 5Y | +42.9% | -38.9% | +81.9% | +60.0% |
| All | +67.4% | +23.0% | +44.4% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling