+7.8%
D vs CLBK
+42.8%
-35.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.5% | +1.2% | +0.2% | +1.3% |
| 30D | -2.6% | +9.1% | -11.7% | -3.9% |
| 3M | 0.0% | +27.7% | -27.7% | -3.9% |
| 6M | +7.4% | +40.8% | -33.5% | +1.6% |
| YTD | +15.9% | +66.4% | -50.5% | +6.7% |
| 1Y | +18.1% | +72.4% | -54.3% | +7.9% |
| 3Y | +58.4% | +50.7% | +7.7% | +45.5% |
| All | +7.8% | +42.8% | -35.0% | -2.0% |
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