-3.4%
GAP vs CLBK
+73.3%
-76.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.5% | +1.2% | -5.7% | -4.9% |
| 30D | +9.0% | +9.1% | -0.1% | +4.9% |
| 3M | +5.0% | +27.7% | -22.7% | -7.0% |
| 6M | -17.8% | +40.8% | -58.6% | -30.9% |
| YTD | -10.4% | +66.4% | -76.8% | -30.4% |
| 1Y | -3.4% | +72.4% | -75.8% | -26.6% |
| All | -3.4% | +73.3% | -76.7% | -26.6% |
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