+1,980.9%
CLS vs CLBK
+27.8%
+1,953.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | +16.3% | +0.9% | +15.4% | +16.1% |
| 30D | -25.7% | +3.4% | -29.1% | -26.2% |
| 3M | -30.9% | -4.3% | -26.6% | -30.4% |
| 6M | -35.5% | +28.4% | -63.8% | -38.5% |
| YTD | -18.7% | +59.4% | -78.1% | -26.3% |
| 1Y | -17.9% | +64.8% | -82.7% | -26.3% |
| 3Y | +838.1% | +50.6% | +787.5% | +742.2% |
| All | +1,980.9% | +27.8% | +1,953.1% | +1,667.1% |
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