+170.8%
CRL vs CLBK
+67.9%
+102.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -1.0% | +1.2% | -2.2% | -1.5% |
| 30D | +10.7% | +9.1% | +1.5% | +6.6% |
| 3M | +55.3% | +27.7% | +27.6% | +40.0% |
| 6M | +60.7% | +40.8% | +19.8% | +38.7% |
| YTD | +44.6% | +66.4% | -21.8% | +16.2% |
| 1Y | +77.7% | +72.4% | +5.4% | +40.1% |
| 3Y | +37.6% | +50.7% | -13.0% | +12.6% |
| 5Y | -35.8% | +42.9% | -78.8% | -49.4% |
| All | +170.8% | +67.9% | +102.9% | +97.6% |
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