+43.8%
CLBK vs RACE
+93.6%
-49.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | +1.2% | -2.5% | +3.7% | +1.7% |
| 30D | +9.1% | +0.8% | +8.4% | +8.9% |
| 3M | +27.7% | +17.2% | +10.5% | +23.7% |
| 6M | +40.8% | +13.6% | +27.2% | +36.9% |
| YTD | +66.4% | +12.2% | +54.2% | +61.7% |
| 1Y | +72.4% | -16.3% | +88.6% | +76.6% |
| 3Y | +50.7% | +36.4% | +14.2% | +37.3% |
| All | +43.8% | +93.6% | -49.8% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling