+68.6%
CSX vs CLBK
+44.9%
+23.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.6% |
| 7D | -5.5% | +0.6% | -6.2% | -5.7% |
| 30D | +4.9% | +2.9% | +2.1% | +4.2% |
| 3M | -2.9% | +3.0% | -5.8% | -3.7% |
| 6M | +8.3% | +27.3% | -18.9% | +1.4% |
| YTD | +36.7% | +58.0% | -21.3% | +20.5% |
| 1Y | +41.5% | +62.4% | -20.9% | +23.7% |
| 3Y | +68.6% | +46.9% | +21.7% | +47.4% |
| All | +68.6% | +44.9% | +23.8% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling