-21.8%
EL vs CLBK
+67.9%
-89.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +0.8% | +1.2% | -0.4% | +0.3% |
| 30D | +19.8% | +9.1% | +10.7% | +15.7% |
| 3M | +25.7% | +27.7% | -2.0% | +14.1% |
| 6M | +5.4% | +40.8% | -35.4% | -8.0% |
| YTD | +0.2% | +66.4% | -66.2% | -18.0% |
| 1Y | +20.4% | +72.4% | -51.9% | -3.2% |
| 3Y | -32.1% | +50.7% | -82.8% | -43.8% |
| 5Y | -67.2% | +42.9% | -110.1% | -73.9% |
| All | -21.8% | +67.9% | -89.7% | -45.4% |
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