+96.5%
CNP vs CLBK
+67.9%
+28.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.1% | +1.2% | -0.1% | +0.8% |
| 30D | -1.8% | +9.1% | -11.0% | -4.3% |
| 3M | -4.6% | +27.7% | -32.3% | -11.3% |
| 6M | -8.8% | +40.8% | -49.7% | -17.7% |
| YTD | +5.2% | +66.4% | -61.2% | -9.8% |
| 1Y | +8.3% | +72.4% | -64.1% | -8.6% |
| 3Y | +54.9% | +50.7% | +4.2% | +31.4% |
| 5Y | +73.5% | +42.9% | +30.6% | +37.5% |
| All | +96.5% | +67.9% | +28.6% | +38.8% |
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