+116.9%
COF vs CLBK
+52.3%
+64.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.1% |
| 7D | -6.1% | -1.4% | -4.7% | -5.4% |
| 30D | -5.2% | +4.5% | -9.7% | -7.4% |
| 3M | +17.0% | +22.8% | -5.8% | +4.3% |
| 6M | +12.9% | +43.4% | -30.5% | -7.7% |
| YTD | -13.5% | +64.1% | -77.7% | -34.5% |
| 1Y | -5.9% | +67.6% | -73.4% | -29.8% |
| All | +116.9% | +52.3% | +64.5% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling