+41.2%
EXEL vs CLBK
+28.0%
+13.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | +1.6% | +2.5% | -0.8% | +1.6% |
| 30D | +17.4% | +3.7% | +13.7% | +17.2% |
| 3M | +38.6% | -3.3% | +41.9% | +37.7% |
| 6M | +41.2% | +29.6% | +11.6% | +42.7% |
| All | +41.2% | +28.0% | +13.2% | +42.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling