-16.2%
CSGP vs CLBK
+67.9%
-84.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | +1.2% | -5.3% | -4.4% |
| 30D | +2.3% | +9.1% | -6.8% | -0.4% |
| 3M | -8.2% | +27.7% | -35.9% | -14.6% |
| 6M | -35.1% | +40.8% | -75.9% | -41.4% |
| YTD | -54.0% | +66.4% | -120.4% | -60.6% |
| 1Y | -65.3% | +72.4% | -137.7% | -70.7% |
| 3Y | -62.6% | +50.7% | -113.2% | -67.8% |
| 5Y | -64.8% | +42.9% | -107.8% | -70.8% |
| All | -16.2% | +67.9% | -84.1% | -37.2% |
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