+67.6%
CLBK vs IAG
+94.1%
-26.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.5% |
| 7D | -1.4% | -4.1% | +2.7% | -1.4% |
| 30D | +4.5% | +10.6% | -6.1% | +4.7% |
| 3M | +22.8% | +35.4% | -12.6% | +23.2% |
| 6M | +43.4% | -9.5% | +53.0% | +42.8% |
| YTD | +64.1% | +21.8% | +42.3% | +65.3% |
| 1Y | +67.6% | +84.1% | -16.6% | +65.0% |
| All | +67.6% | +94.1% | -26.5% | +65.0% |
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