+931.5%
CRS vs CLBK
+66.9%
+864.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | -3.1% | +1.1% | -4.2% | -3.7% |
| 30D | -19.6% | +7.8% | -27.4% | -23.4% |
| 3M | -8.1% | +23.9% | -31.9% | -20.2% |
| 6M | +18.6% | +42.3% | -23.8% | -5.8% |
| YTD | +45.9% | +65.4% | -19.5% | +3.9% |
| 1Y | +82.5% | +70.3% | +12.1% | +26.0% |
| 3Y | +648.9% | +54.5% | +594.4% | +420.5% |
| 5Y | +1,438.1% | +43.1% | +1,395.0% | +832.4% |
| All | +931.5% | +66.9% | +864.6% | +449.1% |
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