+64.3%
CLBK vs RACE
+0.7%
+63.7%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.2% | -3.9% | +6.0% | +2.8% |
| 30D | +5.0% | +6.8% | -1.8% | +3.8% |
| 3M | +3.3% | +1.3% | +1.9% | +3.0% |
| 6M | +29.6% | +26.3% | +3.3% | +24.3% |
| YTD | +62.1% | +13.8% | +48.3% | +56.5% |
| 1Y | +64.3% | -0.5% | +64.8% | +66.1% |
| All | +64.3% | +0.7% | +63.7% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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