+233.4%
EQX vs CLBK
+68.0%
+165.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.5% | -5.6% | -5.1% |
| 7D | -7.0% | -1.4% | -5.6% | -7.0% |
| 30D | +4.8% | +4.5% | +0.3% | +4.8% |
| 3M | +25.6% | +22.8% | +2.9% | +25.6% |
| 6M | -25.8% | +43.4% | -69.3% | -25.8% |
| YTD | -12.7% | +64.1% | -76.9% | -12.5% |
| 1Y | +14.1% | +67.6% | -53.5% | +14.5% |
| 3Y | +165.7% | +53.3% | +112.5% | +166.8% |
| 5Y | +81.2% | +44.8% | +36.4% | +81.2% |
| All | +233.4% | +68.0% | +165.4% | +267.9% |
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