+151.1%
ETR vs CLBK
+27.8%
+123.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.2% | +0.9% | +0.3% | +1.0% |
| 30D | +7.0% | +3.4% | +3.6% | +6.5% |
| 3M | +4.6% | -4.3% | +8.9% | +5.1% |
| 6M | +0.1% | +28.4% | -28.2% | -3.3% |
| YTD | +23.2% | +59.4% | -36.2% | +15.3% |
| 1Y | +20.6% | +64.8% | -44.2% | +12.2% |
| 3Y | +156.3% | +50.6% | +105.7% | +137.9% |
| All | +151.1% | +27.8% | +123.4% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling