+47.6%
D vs CLBK
+67.9%
-20.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | -3.6% | +9.1% | -12.7% | -5.5% |
| 3M | -1.0% | +27.7% | -28.7% | -6.6% |
| 6M | +6.3% | +40.8% | -34.6% | -2.0% |
| YTD | +14.7% | +66.4% | -51.7% | +1.5% |
| 1Y | +16.9% | +72.4% | -55.4% | +2.2% |
| 3Y | +56.8% | +50.7% | +6.1% | +38.5% |
| 5Y | +5.2% | +42.9% | -37.7% | -9.9% |
| All | +47.6% | +67.9% | -20.3% | +13.2% |
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