+135.5%
CVE vs CLBK
+24.6%
+111.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -16.1% | +0.6% | -16.8% | -16.2% |
| 30D | -10.4% | +2.9% | -13.3% | -10.8% |
| 3M | -2.4% | +3.0% | -5.3% | -2.9% |
| 6M | -4.4% | +27.3% | -31.7% | -8.3% |
| YTD | +64.9% | +58.0% | +6.9% | +51.9% |
| 1Y | +66.0% | +62.4% | +3.6% | +52.0% |
| 3Y | +57.7% | +46.9% | +10.7% | +44.5% |
| All | +135.5% | +24.6% | +111.0% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling