+2,242.5%
CLS vs CLBK
+63.6%
+2,178.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.4% |
| 7D | +2.8% | +2.2% | +0.6% | +2.1% |
| 30D | -30.1% | +5.0% | -35.1% | -31.5% |
| 3M | -21.7% | +3.3% | -25.0% | -22.8% |
| 6M | -36.2% | +29.6% | -65.8% | -42.6% |
| YTD | -17.8% | +62.1% | -79.9% | -33.2% |
| 1Y | -26.8% | +64.3% | -91.1% | -41.0% |
| 3Y | +853.4% | +55.6% | +797.8% | +650.1% |
| 5Y | +2,005.0% | +29.3% | +1,975.8% | +1,566.0% |
| All | +2,242.5% | +63.6% | +2,178.9% | +1,536.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling