+494.2%
FIX vs CLBK
+54.0%
+440.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.2% |
| 7D | +9.4% | +0.9% | +8.5% | +9.2% |
| 30D | -27.8% | +3.4% | -31.2% | -28.7% |
| 3M | -35.6% | -4.3% | -31.3% | -34.7% |
| 6M | -45.2% | +28.4% | -73.6% | -50.2% |
| YTD | +19.5% | +59.4% | -39.9% | -0.6% |
| 1Y | +24.2% | +64.8% | -40.6% | +1.8% |
| 3Y | +494.2% | +50.6% | +443.6% | +383.3% |
| All | +494.2% | +54.0% | +440.2% | +383.3% |
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