+2,451.4%
FIX vs CLBK
+59.4%
+2,392.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.0% |
| 7D | -17.5% | +0.6% | -18.1% | -17.7% |
| 30D | -41.6% | +2.9% | -44.4% | -42.6% |
| 3M | -40.6% | +3.0% | -43.5% | -41.8% |
| 6M | -49.4% | +27.3% | -76.7% | -55.7% |
| YTD | +9.2% | +58.0% | -48.8% | -15.3% |
| 1Y | +6.5% | +62.4% | -55.9% | -18.8% |
| 3Y | +448.7% | +46.9% | +401.8% | +322.6% |
| 5Y | +948.7% | +25.3% | +923.5% | +694.8% |
| All | +2,451.4% | +59.4% | +2,392.0% | +1,455.9% |
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