+38.3%
DD vs CLBK
+73.3%
-35.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.5% | +1.2% | -4.7% | -3.8% |
| 30D | -10.3% | +9.1% | -19.4% | -12.6% |
| 3M | -7.5% | +27.7% | -35.2% | -14.5% |
| 6M | -8.0% | +40.8% | -48.8% | -17.6% |
| YTD | +10.5% | +66.4% | -55.9% | -5.3% |
| 1Y | +38.3% | +72.4% | -34.1% | +16.7% |
| All | +38.3% | +73.3% | -35.0% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling