-10.6%
EQT vs CLBK
+43.1%
-53.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.7% |
| 7D | -1.2% | -1.4% | +0.2% | -1.3% |
| 30D | +1.1% | +4.5% | -3.4% | +1.6% |
| 3M | +4.8% | +22.8% | -18.0% | +5.1% |
| 6M | -10.6% | +43.4% | -54.0% | -8.3% |
| All | -10.6% | +43.1% | -53.7% | -8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling