+30.5%
DOW vs CLBK
+66.6%
-36.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -2.4% | -1.4% | -1.0% | -2.2% |
| 30D | -4.1% | +4.5% | -8.6% | -4.5% |
| 3M | -12.4% | +22.8% | -35.2% | -14.4% |
| 6M | -10.6% | +43.4% | -54.1% | -15.7% |
| YTD | +31.1% | +64.1% | -33.0% | +15.8% |
| 1Y | +30.5% | +67.6% | -37.0% | +14.2% |
| All | +30.5% | +66.6% | -36.1% | +14.2% |
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 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