+105.9%
CSCO vs CLBK
+27.9%
+78.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.5% |
| 7D | +6.6% | +2.5% | +4.1% | +6.1% |
| 30D | -11.3% | +3.7% | -15.0% | -11.9% |
| 3M | -17.3% | -3.3% | -14.1% | -16.9% |
| 6M | +3.5% | +29.6% | -26.1% | -1.7% |
| YTD | +34.9% | +60.3% | -25.4% | +22.7% |
| 1Y | +40.5% | +63.4% | -22.9% | +27.2% |
| 3Y | +109.3% | +53.8% | +55.4% | +89.2% |
| 5Y | +105.9% | +29.0% | +76.9% | +82.6% |
| All | +105.9% | +27.9% | +78.0% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling