+87.5%
EFV vs CLBK
+52.3%
+35.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -2.0% | -1.4% | -0.6% | -1.8% |
| 30D | -0.2% | +4.5% | -4.7% | -1.0% |
| 3M | +9.1% | +22.8% | -13.7% | +5.1% |
| 6M | +11.7% | +43.4% | -31.7% | +4.6% |
| YTD | +17.0% | +64.1% | -47.1% | +7.0% |
| 1Y | +26.7% | +67.6% | -40.8% | +15.2% |
| All | +87.5% | +52.3% | +35.2% | +68.3% |
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