+213.1%
CSCO vs CLBK
+67.9%
+145.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.7% | +1.2% | -1.9% | -1.0% |
| 30D | -10.1% | +9.1% | -19.3% | -12.5% |
| 3M | -15.7% | +27.7% | -43.4% | -21.8% |
| 6M | +36.3% | +40.8% | -4.6% | +22.7% |
| YTD | +43.8% | +66.4% | -22.6% | +22.7% |
| 1Y | +63.9% | +72.4% | -8.4% | +37.7% |
| 3Y | +104.4% | +50.7% | +53.7% | +74.4% |
| 5Y | +111.4% | +42.9% | +68.4% | +72.6% |
| All | +213.1% | +67.9% | +145.2% | +142.9% |
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