+43.1%
COF vs CLBK
+43.5%
-0.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -5.1% | -1.5% | -3.7% | -4.5% |
| 30D | -6.0% | -1.0% | -5.0% | -5.6% |
| 3M | +14.8% | +22.9% | -8.1% | +3.7% |
| 6M | +15.3% | +44.2% | -28.9% | -3.7% |
| YTD | -13.0% | +64.0% | -77.0% | -31.8% |
| 1Y | -5.7% | +65.7% | -71.4% | -26.6% |
| 3Y | +118.1% | +54.1% | +64.1% | +72.8% |
| All | +43.1% | +43.5% | -0.3% | +4.0% |
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 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