-29.2%
CPB vs CLBK
+67.9%
-97.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -8.6% | +1.2% | -9.8% | -8.7% |
| 30D | -7.2% | +9.1% | -16.4% | -8.1% |
| 3M | +0.9% | +27.7% | -26.8% | -1.7% |
| 6M | -11.8% | +40.8% | -52.6% | -14.9% |
| YTD | -19.4% | +66.4% | -85.8% | -23.6% |
| 1Y | -30.4% | +72.4% | -102.8% | -34.3% |
| 3Y | -40.2% | +50.7% | -90.8% | -43.3% |
| 5Y | -39.5% | +42.9% | -82.4% | -43.2% |
| All | -29.2% | +67.9% | -97.1% | -34.3% |
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