+160.8%
EXEL vs CLBK
+55.4%
+105.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | +1.4% | +1.1% | +0.2% | +1.1% |
| 30D | +6.7% | +7.8% | -1.1% | +4.8% |
| 3M | +11.5% | +23.9% | -12.4% | +6.1% |
| 6M | +38.8% | +42.3% | -3.5% | +27.7% |
| YTD | +31.6% | +65.4% | -33.8% | +16.5% |
| 1Y | +53.0% | +70.3% | -17.3% | +33.9% |
| 3Y | +160.8% | +54.5% | +106.4% | +130.8% |
| All | +160.8% | +55.4% | +105.4% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling