+51.9%
FIVE vs CLBK
+51.7%
+0.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +4.3% | +1.2% | +3.1% | +3.8% |
| 30D | +12.5% | +9.1% | +3.4% | +9.2% |
| 3M | +31.2% | +27.7% | +3.6% | +20.5% |
| 6M | +14.4% | +40.8% | -26.5% | +1.2% |
| YTD | +33.9% | +66.4% | -32.5% | +11.3% |
| 1Y | +65.1% | +72.4% | -7.3% | +34.9% |
| All | +51.9% | +51.7% | +0.2% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling