+40.5%
ECL vs CLBK
+28.0%
+12.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.1% | +1.7% |
| 7D | -0.5% | +1.8% | -2.3% | -0.8% |
| 30D | +8.8% | +5.1% | +3.7% | +8.0% |
| 3M | +7.8% | +5.2% | +2.7% | +6.9% |
| 6M | +21.3% | +28.6% | -7.3% | +16.4% |
| YTD | +17.8% | +61.4% | -43.6% | +9.0% |
| 1Y | +21.1% | +64.7% | -43.6% | +11.6% |
| 3Y | +80.1% | +55.1% | +25.0% | +64.3% |
| 5Y | +40.5% | +28.4% | +12.1% | +29.0% |
| All | +40.5% | +28.0% | +12.4% | +29.0% |
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 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