+848.2%
CLS vs CLBK
+56.6%
+791.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.5% |
| 7D | +2.8% | +2.2% | +0.6% | +2.5% |
| 30D | -30.1% | +5.0% | -35.1% | -30.6% |
| 3M | -21.7% | +3.3% | -25.0% | -22.1% |
| 6M | -36.2% | +29.6% | -65.8% | -38.9% |
| YTD | -17.8% | +62.1% | -79.9% | -25.2% |
| 1Y | -26.8% | +64.3% | -91.1% | -33.7% |
| All | +848.2% | +56.6% | +791.6% | +733.5% |
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