+67.4%
CLBK vs IAG
+275.1%
-207.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 3M | +27.7% | +19.1% | +8.5% | +27.3% |
| 6M | +40.8% | -10.3% | +51.1% | +40.8% |
| YTD | +66.4% | +24.2% | +42.2% | +65.4% |
| 1Y | +72.4% | +116.5% | -44.1% | +69.6% |
| 3Y | +50.7% | +742.8% | -692.1% | +43.1% |
| 5Y | +42.9% | +753.3% | -710.4% | +34.4% |
| All | +67.4% | +275.1% | -207.7% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling