+75.7%
CTVA vs CLBK
+51.6%
+24.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | -5.8% | -1.5% | -4.3% | -5.5% |
| 30D | +11.1% | +6.7% | +4.4% | +9.4% |
| 3M | +13.2% | +21.2% | -7.9% | +8.4% |
| 6M | +8.7% | +42.0% | -33.3% | +0.3% |
| YTD | +27.3% | +63.3% | -36.0% | +13.1% |
| 1Y | +18.0% | +65.4% | -47.4% | +4.2% |
| All | +75.7% | +51.6% | +24.1% | +51.4% |
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