+3,938.0%
FIX vs CLBK
+67.9%
+3,870.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | +1.2% | +4.8% | +5.4% |
| 30D | -7.2% | +9.1% | -16.4% | -11.3% |
| 3M | -15.9% | +27.7% | -43.5% | -26.1% |
| 6M | +12.7% | +40.8% | -28.1% | -5.9% |
| YTD | +72.8% | +66.4% | +6.4% | +31.2% |
| 1Y | +122.9% | +72.4% | +50.5% | +64.9% |
| 3Y | +774.3% | +50.7% | +723.6% | +568.5% |
| 5Y | +2,049.5% | +42.9% | +2,006.5% | +1,379.4% |
| All | +3,938.0% | +67.9% | +3,870.1% | +2,310.7% |
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