+22.8%
COMP vs CLBK
+63.6%
-40.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +4.4% |
| 7D | +14.5% | +1.8% | +12.7% | +13.5% |
| 30D | +14.9% | +5.1% | +9.8% | +12.0% |
| 3M | -14.2% | +5.2% | -19.4% | -16.5% |
| 6M | +23.7% | +28.6% | -4.8% | +6.8% |
| YTD | +2.1% | +61.4% | -59.3% | -16.5% |
| All | +22.8% | +63.6% | -40.9% | -1.1% |
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