+92.0%
EXEL vs CLBK
+65.7%
+26.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | +9.8% | +4.6% | +5.2% | +9.6% |
| 30D | +23.6% | -1.5% | +25.1% | +23.6% |
| 3M | +29.9% | +4.4% | +25.5% | +29.4% |
| 6M | +64.7% | +31.7% | +33.0% | +61.3% |
| YTD | +66.0% | +58.7% | +7.3% | +61.3% |
| 1Y | +92.0% | +64.9% | +27.1% | +83.7% |
| All | +92.0% | +65.7% | +26.2% | +83.7% |
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