+127.4%
EW vs CLBK
+62.6%
+64.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +9.3% | +2.4% | +6.8% | +8.7% |
| 30D | +22.1% | +4.9% | +17.2% | +20.9% |
| 3M | +13.0% | +5.3% | +7.7% | +11.6% |
| 6M | +30.1% | +28.3% | +1.7% | +23.1% |
| YTD | +22.0% | +61.1% | -39.1% | +9.6% |
| 1Y | +23.7% | +62.4% | -38.7% | +10.8% |
| 3Y | +62.0% | +54.7% | +7.3% | +41.0% |
| 5Y | -12.4% | +27.4% | -39.9% | -21.5% |
| All | +127.4% | +62.6% | +64.9% | +82.4% |
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