+2.7%
ECL vs CLBK
+73.3%
-70.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.6% | +1.2% | -3.8% | -2.8% |
| 30D | -2.2% | +9.1% | -11.3% | -3.6% |
| 3M | +10.1% | +27.7% | -17.6% | +5.2% |
| 6M | -5.7% | +40.8% | -46.6% | -11.7% |
| YTD | +7.0% | +66.4% | -59.4% | -2.4% |
| 1Y | +2.7% | +72.4% | -69.7% | -7.0% |
| All | +2.7% | +73.3% | -70.6% | -7.0% |
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