-5.1%
COF vs CLBK
+65.7%
-70.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.5% |
| 7D | +0.7% | +4.6% | -3.9% | -1.3% |
| 30D | +5.7% | -1.5% | +7.2% | +6.4% |
| 3M | -6.7% | +4.4% | -11.1% | -8.7% |
| 6M | +9.5% | +31.7% | -22.2% | -5.7% |
| YTD | -13.9% | +58.7% | -72.6% | -31.8% |
| 1Y | -5.1% | +64.9% | -69.9% | -27.7% |
| All | -5.1% | +65.7% | -70.8% | -27.7% |
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 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