-51.4%
CLF vs CLBK
+24.6%
-76.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | -19.6% | +0.6% | -20.2% | -19.7% |
| 30D | -5.0% | +2.9% | -7.8% | -6.2% |
| 3M | -6.3% | +3.0% | -9.3% | -7.7% |
| 6M | +2.8% | +27.3% | -24.5% | -7.7% |
| YTD | -13.7% | +58.0% | -71.7% | -29.1% |
| 1Y | +13.6% | +62.4% | -48.8% | -7.8% |
| 3Y | -34.0% | +46.9% | -80.9% | -45.3% |
| All | -51.4% | +24.6% | -76.0% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling