+67.9%
FIVE vs CLBK
+70.4%
-2.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +3.7% | +1.1% | +2.5% | +3.4% |
| 30D | +4.0% | +7.8% | -3.8% | +2.1% |
| 3M | +36.2% | +23.9% | +12.4% | +29.1% |
| 6M | +18.0% | +42.3% | -24.3% | +6.8% |
| YTD | +34.9% | +65.4% | -30.5% | +16.8% |
| 1Y | +67.9% | +70.3% | -2.4% | +45.0% |
| All | +67.9% | +70.4% | -2.5% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling