+14.5%
FIX vs CLBK
+63.6%
-49.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.2% | +7.2% | +9.2% |
| 7D | -7.2% | +1.8% | -9.0% | -7.4% |
| 30D | -35.1% | +5.1% | -40.2% | -35.4% |
| 3M | -34.3% | +5.2% | -39.5% | -34.4% |
| 6M | -42.9% | +28.6% | -71.5% | -44.5% |
| YTD | +19.5% | +61.4% | -42.0% | +12.8% |
| All | +14.5% | +63.6% | -49.1% | +9.1% |
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