+232.7%
EXEL vs CLBK
+60.9%
+171.8%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | +13.1% | +3.4% | +9.7% | +12.0% |
| 3M | +36.3% | -4.3% | +40.6% | +38.0% |
| 6M | +34.5% | +28.4% | +6.2% | +23.6% |
| YTD | +57.4% | +59.4% | -2.0% | +34.0% |
| 1Y | +62.9% | +64.8% | -1.9% | +36.8% |
| 3Y | +229.5% | +50.6% | +178.9% | +177.0% |
| 5Y | +281.2% | +28.3% | +252.9% | +220.4% |
| All | +232.7% | +60.9% | +171.8% | +140.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling