+28.8%
CLF vs CLBK
+62.9%
-34.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.3% | +2.2% | +0.2% | +1.8% |
| 30D | +1.9% | +5.0% | -3.0% | +0.8% |
| 3M | +5.9% | +3.3% | +2.6% | +5.1% |
| 6M | +16.9% | +29.6% | -12.7% | +4.1% |
| YTD | -1.1% | +62.1% | -63.2% | -17.6% |
| 1Y | +28.8% | +64.3% | -35.5% | +7.2% |
| All | +28.8% | +62.9% | -34.0% | +7.2% |
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