+322.7%
EAT vs CLBK
+43.5%
+279.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | -4.9% | +1.1% | -6.0% | -5.2% |
| 30D | -1.2% | +7.8% | -9.0% | -3.0% |
| 3M | +52.2% | +23.9% | +28.4% | +44.5% |
| 6M | +65.0% | +42.3% | +22.7% | +51.5% |
| YTD | +55.0% | +65.4% | -10.4% | +37.2% |
| 1Y | +42.1% | +70.3% | -28.3% | +24.5% |
| 3Y | +614.7% | +54.5% | +560.3% | +533.2% |
| 5Y | +322.7% | +43.1% | +279.6% | +223.8% |
| All | +322.7% | +43.5% | +279.2% | +223.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling