-21.8%
CRH vs CLBK
+68.0%
-89.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.1% | -1.5% | -4.6% | -5.8% |
| 30D | -9.3% | -1.0% | -8.2% | -9.1% |
| 3M | -15.2% | +22.9% | -38.1% | -19.6% |
| 6M | -14.2% | +44.2% | -58.4% | -22.3% |
| YTD | -28.3% | +64.0% | -92.2% | -36.7% |
| 1Y | -21.8% | +65.7% | -87.5% | -31.8% |
| All | -21.8% | +68.0% | -89.7% | -31.8% |
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 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