+38.9%
EAT vs CLBK
+66.6%
-27.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -6.2% | -1.4% | -4.8% | -5.8% |
| 30D | -3.0% | +4.5% | -7.6% | -4.3% |
| 3M | +45.6% | +22.8% | +22.9% | +37.5% |
| 6M | +53.5% | +43.4% | +10.1% | +38.7% |
| YTD | +49.6% | +64.1% | -14.5% | +32.0% |
| 1Y | +38.9% | +67.6% | -28.6% | +16.8% |
| All | +38.9% | +66.6% | -27.7% | +16.8% |
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