+9.1%
CLF vs CLBK
+28.6%
-19.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.2% | +4.8% | +7.1% |
| 7D | -14.1% | +1.8% | -15.9% | -14.0% |
| 30D | -5.5% | +5.1% | -10.6% | -4.7% |
| 3M | 0.0% | +5.2% | -5.2% | +1.8% |
| All | +9.1% | +28.6% | -19.6% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling