+76.9%
CRL vs CLBK
+67.6%
+9.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | -4.6% | -1.5% | -3.1% | -4.1% |
| 30D | +0.5% | +6.7% | -6.2% | -1.7% |
| 3M | +46.6% | +21.2% | +25.5% | +37.0% |
| 6M | +57.3% | +42.0% | +15.3% | +38.2% |
| YTD | +39.5% | +63.3% | -23.7% | +17.8% |
| 1Y | +76.9% | +65.4% | +11.5% | +48.8% |
| All | +76.9% | +67.6% | +9.3% | +48.8% |
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