+243.6%
FIVE vs CLBK
+67.9%
+175.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +4.3% | +1.2% | +3.1% | +3.7% |
| 30D | +12.5% | +9.1% | +3.4% | +7.9% |
| 3M | +31.2% | +27.7% | +3.6% | +16.5% |
| 6M | +14.4% | +40.8% | -26.5% | -3.3% |
| YTD | +33.9% | +66.4% | -32.5% | +4.0% |
| 1Y | +65.1% | +72.4% | -7.3% | +25.3% |
| 3Y | +49.0% | +50.7% | -1.7% | +15.6% |
| 5Y | +30.3% | +42.9% | -12.6% | -7.3% |
| All | +243.6% | +67.9% | +175.7% | +103.6% |
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