-10.5%
COMP vs CLBK
+27.8%
-38.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +2.2% | +2.2% | 0.0% | +1.0% |
| 30D | +16.3% | +5.0% | +11.4% | +13.0% |
| 3M | -19.1% | +3.3% | -22.4% | -20.8% |
| 6M | +17.1% | +29.6% | -12.5% | -1.1% |
| YTD | -2.9% | +62.1% | -65.1% | -29.2% |
| 1Y | +8.8% | +64.3% | -55.5% | -21.6% |
| 3Y | +423.5% | +55.6% | +367.9% | +280.6% |
| 5Y | -10.5% | +29.3% | -39.7% | -33.0% |
| All | -10.5% | +27.8% | -38.2% | -33.0% |
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