+385.2%
EWT vs CLBK
+66.9%
+318.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +1.6% | +1.1% | +0.5% | +1.4% |
| 30D | +8.2% | +7.8% | +0.4% | +6.3% |
| 3M | +11.1% | +23.9% | -12.8% | +5.2% |
| 6M | +60.4% | +42.3% | +18.1% | +47.0% |
| YTD | +75.6% | +65.4% | +10.2% | +54.7% |
| 1Y | +91.3% | +70.3% | +21.0% | +66.9% |
| 3Y | +200.3% | +54.5% | +145.8% | +162.2% |
| 5Y | +156.4% | +43.1% | +113.3% | +117.9% |
| All | +385.2% | +66.9% | +318.3% | +296.5% |
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