-34.5%
DOW vs CLBK
+53.5%
-88.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -2.9% | +1.1% | -4.1% | -3.2% |
| 30D | +2.0% | +7.8% | -5.8% | -0.4% |
| 3M | -12.5% | +23.9% | -36.4% | -18.4% |
| 6M | -9.2% | +42.3% | -51.5% | -19.6% |
| YTD | +30.8% | +65.4% | -34.6% | +9.0% |
| 1Y | +29.4% | +70.3% | -40.9% | +6.4% |
| All | -34.5% | +53.5% | -88.0% | -46.1% |
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