+25.9%
CMS vs CLBK
+42.8%
-16.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | -3.6% | +9.1% | -12.7% | -4.5% |
| 3M | -1.9% | +27.7% | -29.6% | -4.5% |
| 6M | -11.0% | +40.8% | -51.8% | -14.2% |
| YTD | +0.2% | +66.4% | -66.2% | -5.3% |
| 1Y | -1.3% | +72.4% | -73.7% | -7.3% |
| 3Y | +35.9% | +50.7% | -14.7% | +28.3% |
| All | +25.9% | +42.8% | -16.9% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling