+102.2%
F vs CLBK
+67.9%
+34.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | +1.2% | +4.1% | +4.8% |
| 30D | +4.6% | +9.1% | -4.5% | +0.4% |
| 3M | -3.7% | +27.7% | -31.3% | -14.1% |
| 6M | +16.8% | +40.8% | -24.0% | -0.3% |
| YTD | +15.3% | +66.4% | -51.1% | -9.2% |
| 1Y | +31.0% | +72.4% | -41.4% | +1.1% |
| 3Y | +45.4% | +50.7% | -5.2% | +15.1% |
| 5Y | +54.7% | +42.9% | +11.7% | +14.4% |
| All | +102.2% | +67.9% | +34.3% | +29.0% |
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