+26.7%
CP vs CLBK
+44.9%
-18.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.9% |
| 7D | +2.8% | +0.6% | +2.1% | +2.6% |
| 30D | +10.2% | +2.9% | +7.3% | +9.5% |
| 3M | +2.4% | +3.0% | -0.6% | +1.6% |
| 6M | +7.7% | +27.3% | -19.6% | +1.4% |
| YTD | +26.0% | +58.0% | -32.0% | +12.8% |
| 1Y | +34.6% | +62.4% | -27.7% | +19.8% |
| 3Y | +26.7% | +46.9% | -20.3% | +11.2% |
| All | +26.7% | +44.9% | -18.2% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling