+44.1%
CLBK vs HRB
+111.1%
-67.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | -1.5% | -10.6% | +9.2% | +0.1% |
| 30D | +6.7% | -0.8% | +7.5% | +6.6% |
| 3M | +21.2% | +19.1% | +2.1% | +17.9% |
| 6M | +42.0% | +48.7% | -6.7% | +33.3% |
| YTD | +63.3% | +7.1% | +56.2% | +61.5% |
| 1Y | +65.4% | -8.3% | +73.7% | +68.0% |
| 3Y | +52.5% | +25.8% | +26.6% | +46.0% |
| All | +44.1% | +111.1% | -67.0% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling