+173.3%
CSX vs CLBK
+59.4%
+113.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.7% |
| 7D | -5.5% | +0.6% | -6.2% | -5.7% |
| 30D | +4.9% | +2.9% | +2.1% | +3.8% |
| 3M | -2.9% | +3.0% | -5.8% | -4.1% |
| 6M | +8.3% | +27.3% | -18.9% | -1.7% |
| YTD | +36.7% | +58.0% | -21.3% | +13.6% |
| 1Y | +41.5% | +62.4% | -20.9% | +16.2% |
| 3Y | +68.6% | +46.9% | +21.7% | +38.7% |
| 5Y | +48.4% | +25.3% | +23.2% | +23.2% |
| All | +173.3% | +59.4% | +113.9% | +93.2% |
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