+512.1%
EAT vs CLBK
+67.9%
+444.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | +1.2% | -1.2% | -0.7% |
| 30D | +1.9% | +9.1% | -7.2% | -3.1% |
| 3M | +68.7% | +27.7% | +41.0% | +45.9% |
| 6M | +66.9% | +40.8% | +26.1% | +36.2% |
| YTD | +60.4% | +66.4% | -6.0% | +18.0% |
| 1Y | +44.0% | +72.4% | -28.4% | +2.6% |
| 3Y | +604.7% | +50.7% | +554.0% | +412.7% |
| 5Y | +347.0% | +42.9% | +304.1% | +172.5% |
| All | +512.1% | +67.9% | +444.2% | +237.5% |
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