+79.5%
CSX vs CLBK
+54.8%
+24.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +3.1% | +2.5% | +0.6% | +2.4% |
| 30D | +9.7% | +3.7% | +6.0% | +8.7% |
| 3M | +4.9% | -3.3% | +8.2% | +5.7% |
| 6M | +18.4% | +29.6% | -11.3% | +10.2% |
| YTD | +45.9% | +60.3% | -14.4% | +28.0% |
| 1Y | +50.0% | +63.4% | -13.5% | +30.9% |
| All | +79.5% | +54.8% | +24.7% | +56.0% |
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