-44.8%
COMP vs CLBK
+48.6%
-93.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.4% | +1.2% | +0.2% | +0.6% |
| 30D | -13.3% | +9.1% | -22.5% | -18.1% |
| 3M | +41.1% | +27.7% | +13.4% | +20.4% |
| 6M | +17.2% | +40.8% | -23.7% | -5.4% |
| YTD | +5.2% | +66.4% | -61.2% | -24.0% |
| 1Y | +18.9% | +72.4% | -53.4% | -16.4% |
| 3Y | +215.9% | +50.7% | +165.2% | +135.8% |
| 5Y | -31.2% | +42.9% | -74.1% | -49.3% |
| All | -44.8% | +48.6% | -93.4% | -59.1% |
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 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