+15.9%
CNC vs CLBK
+64.7%
-48.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -4.9% | -1.5% | -3.4% | -4.5% |
| 30D | -3.8% | +6.7% | -10.4% | -5.4% |
| 3M | -3.2% | +21.2% | -24.4% | -8.2% |
| 6M | +47.9% | +42.0% | +5.9% | +34.4% |
| YTD | +55.7% | +63.3% | -7.6% | +35.6% |
| 1Y | +106.2% | +65.4% | +40.9% | +78.3% |
| 3Y | -2.1% | +52.5% | -54.5% | -16.5% |
| 5Y | +3.4% | +42.0% | -38.6% | -16.5% |
| All | +15.9% | +64.7% | -48.9% | -12.7% |
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