+100.4%
CRL vs CLBK
+54.8%
+45.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +8.9% | +2.5% | +6.4% | +7.8% |
| 30D | +14.0% | +3.7% | +10.3% | +12.1% |
| 3M | +19.8% | -3.3% | +23.1% | +21.2% |
| 6M | +102.0% | +29.6% | +72.4% | +78.8% |
| YTD | +70.8% | +60.3% | +10.6% | +37.1% |
| 1Y | +98.7% | +63.4% | +35.3% | +58.1% |
| All | +100.4% | +54.8% | +45.7% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling