+72.0%
CNP vs CLBK
+43.5%
+28.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +1.6% | +1.1% | +0.5% | +1.5% |
| 30D | -0.8% | +7.8% | -8.6% | -1.6% |
| 3M | -3.6% | +23.9% | -27.4% | -5.7% |
| 6M | -6.9% | +42.3% | -49.3% | -10.4% |
| YTD | +6.4% | +65.4% | -59.0% | +0.8% |
| 1Y | +9.9% | +70.3% | -60.4% | +3.7% |
| 3Y | +53.1% | +54.5% | -1.4% | +44.3% |
| 5Y | +72.0% | +43.1% | +28.9% | +57.3% |
| All | +72.0% | +43.5% | +28.5% | +57.3% |
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