-7.1%
CMG vs CLBK
+68.0%
-75.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.1% | -1.5% | -0.6% | -1.7% |
| 30D | +10.9% | -1.0% | +11.9% | +11.1% |
| 3M | +15.8% | +22.9% | -7.1% | +9.4% |
| 6M | +6.9% | +44.2% | -37.3% | -3.9% |
| YTD | -2.2% | +64.0% | -66.1% | -15.1% |
| 1Y | -7.1% | +65.7% | -72.8% | -20.1% |
| All | -7.1% | +68.0% | -75.1% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling