+55.2%
EWT vs CLBK
+65.7%
-10.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | -10.9% | +4.6% | -15.5% | -11.2% |
| 30D | -17.7% | -1.5% | -16.2% | -17.5% |
| 3M | -5.0% | +4.4% | -9.4% | -5.4% |
| 6M | +7.4% | +31.7% | -24.3% | +2.4% |
| YTD | +52.8% | +58.7% | -5.9% | +41.0% |
| 1Y | +55.2% | +64.9% | -9.7% | +40.6% |
| All | +55.2% | +65.7% | -10.6% | +40.6% |
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