-33.5%
CPB vs CLBK
+66.6%
-100.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.4% |
| 7D | -5.4% | -1.4% | -4.0% | -5.2% |
| 30D | -7.8% | +4.5% | -12.4% | -8.4% |
| 3M | -6.9% | +22.8% | -29.7% | -9.6% |
| 6M | -12.2% | +43.4% | -55.6% | -16.1% |
| YTD | -21.1% | +64.1% | -85.2% | -25.2% |
| 1Y | -33.5% | +67.6% | -101.1% | -37.0% |
| All | -33.5% | +66.6% | -100.1% | -37.0% |
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