+114.0%
CSCO vs CLBK
+43.5%
+70.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -0.5% | +1.1% | -1.6% | -0.7% |
| 30D | -10.1% | +7.8% | -17.9% | -11.4% |
| 3M | -11.7% | +23.9% | -35.6% | -15.4% |
| 6M | +40.1% | +42.3% | -2.2% | +30.7% |
| YTD | +43.8% | +65.4% | -21.6% | +30.1% |
| 1Y | +66.6% | +70.3% | -3.7% | +49.5% |
| 3Y | +108.5% | +54.5% | +54.1% | +88.2% |
| 5Y | +114.0% | +43.1% | +70.9% | +85.6% |
| All | +114.0% | +43.5% | +70.5% | +85.6% |
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