+34.2%
CVS vs CLBK
+41.8%
-7.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -2.0% | -1.4% | -0.6% | -1.6% |
| 30D | +1.9% | +4.5% | -2.6% | +0.8% |
| 3M | -2.2% | +22.8% | -25.0% | -7.1% |
| 6M | +26.7% | +43.4% | -16.7% | +15.7% |
| YTD | +22.9% | +64.1% | -41.2% | +8.1% |
| 1Y | +32.9% | +67.6% | -34.7% | +15.8% |
| 3Y | +62.3% | +53.3% | +9.0% | +43.3% |
| 5Y | +34.2% | +44.8% | -10.6% | +14.5% |
| All | +34.2% | +41.8% | -7.6% | +14.5% |
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