+40.6%
CRL vs CLBK
+55.4%
-14.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.4% |
| 7D | -0.6% | +1.1% | -1.7% | -1.0% |
| 30D | +5.0% | +7.8% | -2.8% | +1.5% |
| 3M | +50.6% | +23.9% | +26.7% | +36.6% |
| 6M | +60.9% | +42.3% | +18.6% | +36.8% |
| YTD | +40.7% | +65.4% | -24.6% | +11.6% |
| 1Y | +73.3% | +70.3% | +3.0% | +35.0% |
| 3Y | +40.6% | +54.5% | -13.9% | +12.7% |
| All | +40.6% | +55.4% | -14.8% | +12.7% |
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