+306.2%
CMI vs CLBK
+64.7%
+241.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | +0.7% | -1.5% | +2.2% | +1.2% |
| 30D | -12.3% | +6.7% | -19.0% | -14.4% |
| 3M | -16.8% | +21.2% | -38.0% | -23.0% |
| 6M | +1.5% | +42.0% | -40.4% | -11.6% |
| YTD | +9.8% | +63.3% | -53.5% | -9.5% |
| 1Y | +42.6% | +65.4% | -22.8% | +16.5% |
| 3Y | +151.0% | +52.5% | +98.5% | +104.7% |
| 5Y | +167.0% | +42.0% | +125.1% | +109.4% |
| All | +306.2% | +64.7% | +241.5% | +186.8% |
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