+94.2%
CMS vs CLBK
+67.9%
+26.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | +1.2% | -0.8% | +0.1% |
| 30D | -3.6% | +9.1% | -12.7% | -5.2% |
| 3M | -1.9% | +27.7% | -29.6% | -6.4% |
| 6M | -11.0% | +40.8% | -51.8% | -16.6% |
| YTD | +0.2% | +66.4% | -66.2% | -9.4% |
| 1Y | -1.3% | +72.4% | -73.7% | -11.6% |
| 3Y | +35.9% | +50.7% | -14.7% | +22.7% |
| 5Y | +23.1% | +42.9% | -19.8% | +8.0% |
| All | +94.2% | +67.9% | +26.3% | +52.9% |
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 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