+60.3%
CLBK vs HRB
+156.4%
-96.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +0.9% | -5.1% | +6.0% | +2.0% |
| 30D | +3.4% | +8.7% | -5.3% | +1.3% |
| 3M | -4.3% | -5.4% | +1.1% | -3.5% |
| 6M | +28.4% | +41.6% | -13.2% | +17.7% |
| YTD | +59.4% | +18.7% | +40.8% | +50.9% |
| 1Y | +64.8% | +16.4% | +48.4% | +56.6% |
| 3Y | +50.6% | +22.0% | +28.6% | +39.0% |
| 5Y | +28.3% | +141.2% | -112.9% | -5.1% |
| All | +60.3% | +156.4% | -96.1% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling