+51.4%
CLBK vs RACE
+23.0%
+28.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.7% |
| 7D | +2.5% | -4.0% | +6.5% | +3.1% |
| 30D | +3.7% | +3.5% | +0.1% | +3.0% |
| 3M | -3.3% | -0.4% | -2.8% | -3.3% |
| 6M | +29.6% | +23.2% | +6.5% | +24.8% |
| YTD | +60.3% | +11.0% | +49.3% | +56.3% |
| 1Y | +63.4% | -2.2% | +65.7% | +62.8% |
| All | +51.4% | +23.0% | +28.4% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling