+96.5%
EFA vs CLBK
+66.9%
+29.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +1.2% | +1.1% | +0.1% | +0.9% |
| 30D | -0.7% | +7.8% | -8.5% | -2.7% |
| 3M | +6.4% | +23.9% | -17.5% | +0.3% |
| 6M | +11.4% | +42.3% | -30.9% | +1.1% |
| YTD | +14.0% | +65.4% | -51.4% | -0.9% |
| 1Y | +20.2% | +70.3% | -50.1% | +3.3% |
| 3Y | +68.2% | +54.5% | +13.7% | +44.3% |
| 5Y | +54.8% | +43.1% | +11.7% | +28.5% |
| All | +96.5% | +66.9% | +29.6% | +50.8% |
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