+66.3%
CTAS vs CLBK
+55.4%
+10.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | 0.0% | +1.1% | -1.2% | -0.3% |
| 30D | -1.0% | +7.8% | -8.8% | -2.5% |
| 3M | +15.8% | +23.9% | -8.1% | +10.9% |
| 6M | -1.0% | +42.3% | -43.3% | -7.7% |
| YTD | +7.4% | +65.4% | -58.0% | -2.9% |
| 1Y | -0.1% | +70.3% | -70.5% | -10.5% |
| 3Y | +66.3% | +54.5% | +11.8% | +50.0% |
| All | +66.3% | +55.4% | +10.9% | +50.0% |
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