+109.5%
EFV vs CLBK
+66.9%
+42.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +1.0% | +1.1% | -0.2% | +0.7% |
| 30D | +0.2% | +7.8% | -7.6% | -2.0% |
| 3M | +9.6% | +23.9% | -14.2% | +2.7% |
| 6M | +14.0% | +42.3% | -28.3% | +2.6% |
| YTD | +18.5% | +65.4% | -46.9% | +1.7% |
| 1Y | +27.9% | +70.3% | -42.4% | +8.3% |
| 3Y | +92.4% | +54.5% | +38.0% | +62.6% |
| 5Y | +97.2% | +43.1% | +54.1% | +60.1% |
| All | +109.5% | +66.9% | +42.6% | +55.9% |
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