+34.6%
CP vs CLBK
+65.7%
-31.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.2% |
| 7D | +5.6% | +4.6% | +1.0% | +4.3% |
| 30D | +10.0% | -1.5% | +11.5% | +10.4% |
| 3M | +4.4% | +4.4% | 0.0% | +3.0% |
| 6M | +14.1% | +31.7% | -17.6% | +3.9% |
| YTD | +29.1% | +58.7% | -29.7% | +10.1% |
| 1Y | +34.6% | +64.9% | -30.3% | +13.3% |
| All | +34.6% | +65.7% | -31.2% | +13.3% |
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