+108.4%
CSCO vs CLBK
+51.6%
+56.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | 0.0% | -1.5% | +1.4% | +0.3% |
| 30D | -10.7% | +6.7% | -17.4% | -12.0% |
| 3M | -8.7% | +21.2% | -29.9% | -12.6% |
| 6M | +44.9% | +42.0% | +2.9% | +33.9% |
| YTD | +44.1% | +63.3% | -19.1% | +28.6% |
| 1Y | +65.9% | +65.4% | +0.5% | +47.2% |
| All | +108.4% | +51.6% | +56.8% | +87.0% |
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