+21.3%
CP vs CLBK
+67.6%
-46.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +0.6% | -1.5% | +2.1% | +0.9% |
| 30D | -0.5% | +6.7% | -7.2% | -2.0% |
| 3M | +0.1% | +21.2% | -21.1% | -4.9% |
| 6M | +7.8% | +42.0% | -34.2% | -1.6% |
| YTD | +22.9% | +63.3% | -40.4% | +8.4% |
| 1Y | +21.3% | +65.4% | -44.1% | +7.9% |
| All | +21.3% | +67.6% | -46.3% | +7.9% |
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