+195.1%
EXEL vs CLBK
+43.7%
+151.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | +1.4% | +1.1% | +0.2% | +1.2% |
| 30D | +6.7% | +7.8% | -1.1% | +5.2% |
| 3M | +11.5% | +23.9% | -12.4% | +7.1% |
| 6M | +38.8% | +42.3% | -3.5% | +29.9% |
| YTD | +31.6% | +65.4% | -33.8% | +19.6% |
| 1Y | +53.0% | +70.3% | -17.3% | +37.9% |
| 3Y | +160.8% | +54.5% | +106.4% | +137.0% |
| All | +195.1% | +43.7% | +151.5% | +165.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling