+57.0%
CPAY vs CLBK
+43.5%
+13.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -2.0% | -1.5% | -0.5% | -1.5% |
| 30D | -0.4% | -1.0% | +0.7% | 0.0% |
| 3M | +16.4% | +22.9% | -6.6% | +8.4% |
| 6M | +23.5% | +44.2% | -20.7% | +9.0% |
| YTD | +35.7% | +64.0% | -28.3% | +14.2% |
| 1Y | +30.2% | +65.7% | -35.5% | +8.9% |
| 3Y | +49.7% | +54.1% | -4.3% | +25.8% |
| All | +57.0% | +43.5% | +13.5% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling