-49.3%
COMP vs CLBK
+41.1%
-90.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.0% | +9.7% | +10.1% |
| 7D | +13.4% | +0.6% | +12.8% | +13.2% |
| 30D | +11.1% | +2.9% | +8.2% | +9.4% |
| 3M | -18.8% | +3.0% | -21.8% | -20.4% |
| 6M | +10.5% | +27.3% | -16.8% | -5.3% |
| YTD | -3.4% | +58.0% | -61.4% | -27.8% |
| 1Y | +19.7% | +62.4% | -42.7% | -12.4% |
| 3Y | +381.6% | +46.9% | +334.7% | +266.3% |
| 5Y | -17.6% | +25.3% | -42.9% | -35.2% |
| All | -49.3% | +41.1% | -90.4% | -61.2% |
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 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