-33.3%
CLSK vs CLBK
+64.7%
-98.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.7% |
| 7D | +17.2% | -1.5% | +18.7% | +18.3% |
| 30D | +14.6% | +6.7% | +7.9% | +10.0% |
| 3M | -16.8% | +21.2% | -38.0% | -26.6% |
| 6M | +38.2% | +42.0% | -3.8% | +10.1% |
| YTD | +31.2% | +63.3% | -32.0% | -5.4% |
| 1Y | +37.3% | +65.4% | -28.1% | -2.3% |
| 3Y | +201.8% | +52.5% | +149.4% | +135.2% |
| 5Y | -1.6% | +42.0% | -43.5% | -23.8% |
| All | -33.3% | +64.7% | -98.0% | -15.0% |
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