+43.2%
DD vs CLBK
+51.6%
-8.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.2% |
| 7D | -3.8% | -1.5% | -2.3% | -3.4% |
| 30D | -9.2% | +6.7% | -15.9% | -10.9% |
| 3M | -9.0% | +21.2% | -30.2% | -13.9% |
| 6M | -5.0% | +42.0% | -46.9% | -13.9% |
| YTD | +7.4% | +63.3% | -55.9% | -6.4% |
| 1Y | +35.1% | +65.4% | -30.3% | +16.9% |
| All | +43.2% | +51.6% | -8.4% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling