+104.4%
ECL vs CLBK
+67.9%
+36.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.6% | +1.2% | -3.8% | -2.9% |
| 30D | -2.2% | +9.1% | -11.3% | -4.8% |
| 3M | +10.1% | +27.7% | -17.6% | +2.2% |
| 6M | -5.7% | +40.8% | -46.6% | -15.1% |
| YTD | +7.0% | +66.4% | -59.4% | -8.7% |
| 1Y | +2.7% | +72.4% | -69.7% | -13.6% |
| 3Y | +57.7% | +50.7% | +7.0% | +33.6% |
| 5Y | +31.1% | +42.9% | -11.8% | +5.9% |
| All | +104.4% | +67.9% | +36.5% | +47.4% |
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