-17.2%
F vs CLBK
+27.8%
-45.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -3.1% | +0.9% | -4.0% | -3.4% |
| 30D | 0.0% | +3.4% | -3.4% | -1.0% |
| 3M | -13.2% | -4.3% | -8.9% | -12.2% |
| 6M | -10.2% | +28.4% | -38.6% | -17.1% |
| YTD | -4.9% | +59.4% | -64.3% | -18.0% |
| 1Y | -6.1% | +64.8% | -70.9% | -19.8% |
| 3Y | +46.0% | +50.6% | -4.6% | +25.4% |
| All | -17.2% | +27.8% | -45.0% | -31.2% |
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