+0.4%
CMS vs CLBK
+70.4%
-70.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +1.2% | +1.1% | +0.1% | +1.2% |
| 30D | -3.2% | +7.8% | -10.9% | -3.2% |
| 3M | -2.2% | +23.9% | -26.1% | -2.3% |
| 6M | -9.4% | +42.3% | -51.7% | -9.4% |
| YTD | +0.7% | +65.4% | -64.7% | +1.2% |
| 1Y | +0.4% | +70.3% | -70.0% | +1.1% |
| All | +0.4% | +70.4% | -70.1% | +1.1% |
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