+409.7%
COMP vs CLBK
+54.5%
+355.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.3% | -7.7% | -7.6% |
| 7D | +7.2% | +2.9% | +4.3% | +5.4% |
| 30D | +6.4% | +5.4% | +1.0% | +3.0% |
| 3M | -19.4% | +5.8% | -25.2% | -22.4% |
| 6M | +14.6% | +28.9% | -14.3% | -3.6% |
| YTD | -5.5% | +61.8% | -67.3% | -31.7% |
| 1Y | +13.7% | +63.1% | -49.4% | -18.7% |
| 3Y | +409.7% | +55.3% | +354.4% | +237.2% |
| All | +409.7% | +54.5% | +355.2% | +237.2% |
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