+153.9%
COF vs CLBK
+66.9%
+87.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.2% |
| 7D | +1.2% | +1.1% | +0.1% | +0.5% |
| 30D | -1.4% | +7.8% | -9.2% | -6.3% |
| 3M | +19.0% | +23.9% | -4.8% | +2.6% |
| 6M | +14.9% | +42.3% | -27.4% | -10.0% |
| YTD | -10.7% | +65.4% | -76.1% | -37.0% |
| 1Y | -1.3% | +70.3% | -71.6% | -32.2% |
| 3Y | +124.3% | +54.5% | +69.8% | +58.1% |
| 5Y | +51.1% | +43.1% | +8.0% | -0.9% |
| All | +153.9% | +66.9% | +87.0% | +38.3% |
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 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