+8.3%
CNP vs CLBK
+65.7%
-57.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.5% |
| 7D | -1.3% | +4.6% | -5.9% | -1.5% |
| 30D | +8.7% | -1.5% | +10.2% | +8.7% |
| 3M | -0.7% | +4.4% | -5.1% | -0.8% |
| 6M | -4.2% | +31.7% | -35.9% | -4.7% |
| YTD | +8.9% | +58.7% | -49.8% | +9.4% |
| 1Y | +8.3% | +64.9% | -56.5% | +10.0% |
| All | +8.3% | +65.7% | -57.4% | +10.0% |
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