+170.1%
COP vs CLBK
+67.9%
+102.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.0% | +1.2% | +1.8% | +2.5% |
| 30D | +17.5% | +9.1% | +8.4% | +13.3% |
| 3M | +13.4% | +27.7% | -14.3% | +2.1% |
| 6M | +17.7% | +40.8% | -23.1% | +1.2% |
| YTD | +46.6% | +66.4% | -19.8% | +16.6% |
| 1Y | +44.6% | +72.4% | -27.8% | +12.5% |
| 3Y | +20.7% | +50.7% | -30.0% | -5.3% |
| 5Y | +185.0% | +42.9% | +142.1% | +99.9% |
| All | +170.1% | +67.9% | +102.2% | +65.4% |
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