-55.8%
CSGP vs CLBK
+62.9%
-118.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -7.1% | +2.2% | -9.2% | -7.7% |
| 30D | +3.6% | +5.0% | -1.3% | +2.2% |
| 3M | -2.7% | +3.3% | -6.0% | -4.1% |
| 6M | -8.0% | +29.6% | -37.6% | -13.9% |
| YTD | -55.0% | +62.1% | -117.1% | -60.2% |
| 1Y | -55.8% | +64.3% | -120.1% | -61.7% |
| All | -55.8% | +62.9% | -118.6% | -61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling