+130.0%
EQT vs CLBK
+65.6%
+64.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -1.2% | -1.4% | +0.2% | -0.8% |
| 30D | +1.1% | +4.5% | -3.4% | -0.2% |
| 3M | +4.8% | +22.8% | -18.0% | -1.3% |
| 6M | -10.6% | +43.4% | -54.0% | -19.6% |
| YTD | +3.4% | +64.1% | -60.7% | -11.0% |
| 1Y | +8.7% | +67.6% | -58.9% | -7.5% |
| 3Y | +35.0% | +53.3% | -18.3% | +15.2% |
| 5Y | +204.2% | +44.8% | +159.4% | +152.7% |
| All | +130.0% | +65.6% | +64.4% | +70.4% |
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