+34.8%
DIS vs CLBK
+57.4%
-22.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.6% | +1.2% | -3.8% | -2.8% |
| 30D | +3.5% | +9.1% | -5.6% | +1.5% |
| 3M | +6.8% | +27.7% | -20.9% | +0.9% |
| 6M | +3.0% | +40.8% | -37.8% | -5.0% |
| YTD | -6.7% | +66.4% | -73.1% | -17.5% |
| 1Y | -10.1% | +72.4% | -82.5% | -21.5% |
| All | +34.8% | +57.4% | -22.6% | +18.2% |
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 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