+155.1%
CME vs CLBK
+63.3%
+91.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +1.7% | +2.9% | -1.2% | +1.1% |
| 30D | +10.2% | +5.4% | +4.8% | +9.0% |
| 3M | +17.8% | +5.8% | +12.0% | +16.3% |
| 6M | +11.0% | +28.9% | -17.9% | +5.0% |
| YTD | +17.0% | +61.8% | -44.8% | +5.2% |
| 1Y | +15.8% | +63.1% | -47.3% | +3.7% |
| 3Y | +61.8% | +55.3% | +6.4% | +41.1% |
| 5Y | +72.5% | +28.0% | +44.5% | +51.7% |
| All | +155.1% | +63.3% | +91.8% | +89.6% |
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