-23.4%
CLF vs CLBK
+54.0%
-77.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +10.4% | +0.9% | +9.5% | +10.0% |
| 30D | +0.6% | +3.4% | -2.9% | -1.0% |
| 3M | +4.1% | -4.3% | +8.4% | +6.1% |
| 6M | +15.1% | +28.4% | -13.2% | +0.7% |
| YTD | -4.7% | +59.4% | -64.2% | -25.1% |
| 1Y | +20.4% | +64.8% | -44.5% | -7.2% |
| 3Y | -23.4% | +50.6% | -74.0% | -39.8% |
| All | -23.4% | +54.0% | -77.3% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling