+0.4%
CMS vs CLBK
+65.7%
-65.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.4% |
| 7D | +4.1% | +4.6% | -0.5% | +3.9% |
| 30D | +10.9% | -1.5% | +12.4% | +10.8% |
| 3M | -0.2% | +4.4% | -4.6% | -0.3% |
| 6M | -4.7% | +31.7% | -36.4% | -5.0% |
| YTD | +3.9% | +58.7% | -54.8% | +4.4% |
| 1Y | +0.4% | +64.9% | -64.5% | +1.9% |
| All | +0.4% | +65.7% | -65.4% | +1.9% |
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 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