+231.7%
CTVA vs CLBK
+67.4%
+164.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.9% | +1.2% | +3.7% | +4.5% |
| 30D | +11.9% | +9.1% | +2.8% | +8.2% |
| 3M | +13.7% | +27.7% | -14.0% | +3.6% |
| 6M | +13.1% | +40.8% | -27.7% | -0.8% |
| YTD | +32.0% | +66.4% | -34.4% | +8.1% |
| 1Y | +22.1% | +72.4% | -50.3% | -1.9% |
| 3Y | +77.5% | +50.7% | +26.8% | +45.0% |
| 5Y | +106.3% | +42.9% | +63.3% | +56.4% |
| All | +231.7% | +67.4% | +164.3% | +126.4% |
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 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