+18.9%
ES vs CLBK
+70.4%
-51.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +1.4% | +1.1% | +0.3% | +1.4% |
| 30D | -1.2% | +7.8% | -8.9% | -1.5% |
| 3M | +5.0% | +23.9% | -18.9% | +4.0% |
| 6M | -2.8% | +42.3% | -45.1% | -3.9% |
| YTD | +8.6% | +65.4% | -56.8% | +7.5% |
| 1Y | +18.9% | +70.3% | -51.4% | +18.3% |
| All | +18.9% | +70.4% | -51.5% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling