+14.4%
FIX vs CLBK
+65.7%
-51.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.9% | -16.0% | -15.1% |
| 7D | -18.9% | +4.6% | -23.5% | -19.3% |
| 30D | -36.3% | -1.5% | -34.8% | -36.0% |
| 3M | -38.5% | +4.4% | -42.9% | -38.7% |
| 6M | -42.3% | +31.7% | -73.9% | -44.6% |
| YTD | +17.1% | +58.7% | -41.6% | +8.7% |
| 1Y | +14.4% | +64.9% | -50.5% | +4.0% |
| All | +14.4% | +65.7% | -51.4% | +4.0% |
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