+60.7%
COP vs CLBK
+65.7%
-5.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.2% |
| 7D | -8.1% | +4.6% | -12.7% | -8.2% |
| 30D | +6.7% | -1.5% | +8.2% | +6.6% |
| 3M | +16.9% | +4.4% | +12.5% | +16.9% |
| 6M | +11.2% | +31.7% | -20.5% | +11.4% |
| YTD | +49.5% | +58.7% | -9.2% | +43.8% |
| 1Y | +60.7% | +64.9% | -4.2% | +52.8% |
| All | +60.7% | +65.7% | -5.1% | +52.8% |
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