+72.4%
CLBK vs IAG
+119.5%
-47.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +1.2% | -0.5% | +1.7% | +1.2% |
| 30D | +9.1% | +28.9% | -19.8% | +9.5% |
| 3M | +27.7% | +19.1% | +8.5% | +28.2% |
| 6M | +40.8% | -10.3% | +51.1% | +40.0% |
| YTD | +66.4% | +24.2% | +42.2% | +67.9% |
| 1Y | +72.4% | +116.5% | -44.1% | +85.2% |
| All | +72.4% | +119.5% | -47.1% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling