+20.1%
CP vs CLBK
+73.3%
-53.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | +1.2% | -3.9% | -2.9% |
| 30D | +0.2% | +9.1% | -9.0% | -1.9% |
| 3M | +2.6% | +27.7% | -25.1% | -3.7% |
| 6M | +6.0% | +40.8% | -34.9% | -3.0% |
| YTD | +24.9% | +66.4% | -41.5% | +10.1% |
| 1Y | +20.1% | +72.4% | -52.3% | +5.9% |
| All | +20.1% | +73.3% | -53.2% | +5.9% |
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