+96.8%
CPAY vs CLBK
+64.7%
+32.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | -2.5% | -1.5% | -1.0% | -1.8% |
| 30D | +1.3% | +6.7% | -5.4% | -1.6% |
| 3M | +13.5% | +21.2% | -7.7% | +4.1% |
| 6M | +24.7% | +42.0% | -17.3% | +6.6% |
| YTD | +34.9% | +63.3% | -28.3% | +7.9% |
| 1Y | +29.7% | +65.4% | -35.7% | +2.7% |
| 3Y | +49.4% | +52.5% | -3.1% | +18.8% |
| 5Y | +53.5% | +42.0% | +11.5% | +16.9% |
| All | +96.8% | +64.7% | +32.0% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling