+5.7%
EXC vs CLBK
+69.8%
-64.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | +1.2% | +1.1% | +0.1% | +1.3% |
| 30D | -2.7% | +7.8% | -10.5% | -2.5% |
| 3M | -1.0% | +23.9% | -24.8% | -0.4% |
| 6M | -9.3% | +42.3% | -51.6% | -8.3% |
| YTD | +3.6% | +65.4% | -61.8% | +5.7% |
| All | +5.7% | +69.8% | -64.0% | +7.1% |
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 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