+629.1%
CRS vs CLBK
+51.6%
+577.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -0.5% | -1.5% | +0.9% | -0.1% |
| 30D | -18.1% | +6.7% | -24.8% | -19.9% |
| 3M | -12.4% | +21.2% | -33.6% | -18.3% |
| 6M | +15.9% | +42.0% | -26.0% | +2.2% |
| YTD | +45.8% | +63.3% | -17.4% | +21.4% |
| 1Y | +87.8% | +65.4% | +22.4% | +54.7% |
| All | +629.1% | +51.6% | +577.5% | +494.7% |
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