+55.0%
EFX vs CLBK
+66.9%
-11.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | -7.8% | +1.1% | -9.0% | -8.2% |
| 30D | -5.7% | +7.8% | -13.5% | -8.2% |
| 3M | +2.5% | +23.9% | -21.3% | -4.9% |
| 6M | -16.7% | +42.3% | -59.0% | -26.4% |
| YTD | -20.2% | +65.4% | -85.6% | -33.2% |
| 1Y | -31.4% | +70.3% | -101.7% | -43.4% |
| 3Y | -10.5% | +54.5% | -65.0% | -25.6% |
| 5Y | -35.2% | +43.1% | -78.3% | -47.3% |
| All | +55.0% | +66.9% | -11.9% | +15.9% |
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