+53.4%
CLBK vs HRB
+25.9%
+27.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | -1.5% | -10.6% | +9.2% | 0.0% |
| 30D | +6.7% | -0.8% | +7.5% | +6.7% |
| 3M | +21.2% | +19.1% | +2.1% | +18.1% |
| 6M | +42.0% | +48.7% | -6.7% | +33.9% |
| YTD | +63.3% | +7.1% | +56.2% | +63.9% |
| 1Y | +65.4% | -8.3% | +73.7% | +71.6% |
| All | +53.4% | +25.9% | +27.5% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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