+458.8%
CMG vs CLBK
+66.9%
+391.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -1.5% | +1.1% | -2.6% | -1.7% |
| 30D | +12.7% | +7.8% | +4.9% | +10.8% |
| 3M | +26.3% | +23.9% | +2.4% | +20.0% |
| 6M | +4.5% | +42.3% | -37.8% | -3.9% |
| YTD | -0.1% | +65.4% | -65.5% | -11.4% |
| 1Y | -6.8% | +70.3% | -77.1% | -18.1% |
| 3Y | -5.0% | +54.5% | -59.5% | -16.7% |
| 5Y | -3.0% | +43.1% | -46.1% | -16.6% |
| All | +458.8% | +66.9% | +391.9% | +341.5% |
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