+98.9%
CMS vs CLBK
+62.9%
+36.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.1% |
| 7D | -0.9% | +1.8% | -2.7% | -1.2% |
| 30D | +7.1% | +5.1% | +2.0% | +6.1% |
| 3M | -1.3% | +5.2% | -6.5% | -2.3% |
| 6M | -2.7% | +28.6% | -31.2% | -7.3% |
| YTD | +2.6% | +61.4% | -58.8% | -6.7% |
| 1Y | -2.0% | +64.7% | -66.7% | -11.4% |
| 3Y | +39.6% | +55.1% | -15.5% | +25.0% |
| 5Y | +35.3% | +28.4% | +7.0% | +22.7% |
| All | +98.9% | +62.9% | +36.1% | +57.4% |
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 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