-34.3%
EFX vs CLBK
+68.0%
-102.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -4.5% | -1.5% | -3.1% | -4.1% |
| 30D | -6.1% | -1.0% | -5.0% | -5.8% |
| 3M | +6.2% | +22.9% | -16.7% | -1.1% |
| 6M | -11.2% | +44.2% | -55.4% | -21.1% |
| YTD | -21.4% | +64.0% | -85.4% | -32.4% |
| 1Y | -34.3% | +65.7% | -100.0% | -43.8% |
| All | -34.3% | +68.0% | -102.3% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling