+63.2%
EFA vs CLBK
+52.3%
+10.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -2.4% | -1.4% | -1.0% | -2.1% |
| 30D | -2.2% | +4.5% | -6.8% | -3.0% |
| 3M | +5.7% | +22.8% | -17.1% | +1.7% |
| 6M | +8.2% | +43.4% | -35.3% | +1.2% |
| YTD | +11.8% | +64.1% | -52.3% | +2.0% |
| 1Y | +18.3% | +67.6% | -49.3% | +7.4% |
| All | +63.2% | +52.3% | +10.9% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling