+153.3%
CMI vs CLBK
+52.2%
+101.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.7% | -1.5% | +0.7% | -0.3% |
| 30D | -12.4% | -1.0% | -11.4% | -12.2% |
| 3M | -14.8% | +22.9% | -37.7% | -20.3% |
| 6M | +0.8% | +44.2% | -43.4% | -10.6% |
| YTD | +10.2% | +64.0% | -53.8% | -6.1% |
| 1Y | +37.4% | +65.7% | -28.2% | +16.4% |
| 3Y | +153.3% | +54.1% | +99.2% | +112.9% |
| All | +153.3% | +52.2% | +101.1% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling