+18.8%
CLF vs CLBK
+73.3%
-54.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | +1.2% | +6.4% | +7.4% |
| 30D | -1.2% | +9.1% | -10.3% | -2.7% |
| 3M | -13.4% | +27.7% | -41.1% | -18.2% |
| 6M | +15.4% | +40.8% | -25.4% | +5.8% |
| YTD | -5.9% | +66.4% | -72.3% | -13.8% |
| 1Y | +18.8% | +72.4% | -53.6% | +9.2% |
| All | +18.8% | +73.3% | -54.5% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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