-13.1%
CSGP vs CLBK
+57.9%
-71.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | +13.9% | +2.5% | +11.4% | +13.1% |
| 30D | +16.0% | -1.2% | +17.2% | +16.6% |
| 3M | +6.1% | +2.6% | +3.5% | +5.3% |
| 6M | -8.2% | +26.5% | -34.6% | -14.3% |
| YTD | -52.3% | +56.4% | -108.8% | -58.4% |
| 1Y | -54.5% | +58.8% | -113.3% | -60.5% |
| 3Y | -58.6% | +43.3% | -101.8% | -63.8% |
| 5Y | -61.5% | +24.0% | -85.5% | -66.3% |
| All | -13.1% | +57.9% | -71.0% | -33.7% |
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 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