+151.7%
CVX vs CLBK
+61.7%
+89.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.8% |
| 7D | +1.6% | +2.5% | -0.8% | +0.7% |
| 30D | -0.6% | +3.7% | -4.3% | -2.0% |
| 3M | +11.0% | -3.3% | +14.3% | +12.0% |
| 6M | +18.4% | +29.6% | -11.2% | +7.3% |
| YTD | +45.9% | +60.3% | -14.4% | +21.3% |
| 1Y | +46.7% | +63.4% | -16.8% | +20.8% |
| 3Y | +71.6% | +53.8% | +17.7% | +37.7% |
| 5Y | +131.4% | +29.0% | +102.5% | +82.5% |
| All | +151.7% | +61.7% | +89.9% | +64.8% |
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 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