-10.8%
DOW vs CLBK
+64.3%
-75.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.4% | +1.2% | -3.6% | -2.9% |
| 30D | +0.4% | +9.1% | -8.8% | -3.9% |
| 3M | -14.4% | +27.7% | -42.1% | -24.3% |
| 6M | -7.0% | +40.8% | -47.8% | -22.4% |
| YTD | +30.2% | +66.4% | -36.2% | -0.6% |
| 1Y | +29.2% | +72.4% | -43.2% | -3.6% |
| 3Y | -36.7% | +50.7% | -87.4% | -51.6% |
| 5Y | -37.7% | +42.9% | -80.6% | -56.7% |
| All | -10.8% | +64.3% | -75.1% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling