+118.3%
GAP vs CLBK
+55.4%
+62.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | +1.7% | +1.1% | +0.6% | +1.2% |
| 30D | +9.3% | +7.8% | +1.6% | +5.0% |
| 3M | +6.1% | +23.9% | -17.8% | -5.6% |
| 6M | -2.3% | +42.3% | -44.6% | -19.2% |
| YTD | -10.6% | +65.4% | -76.0% | -31.8% |
| 1Y | -4.4% | +70.3% | -74.8% | -28.4% |
| 3Y | +118.3% | +54.5% | +63.9% | +65.4% |
| All | +118.3% | +55.4% | +62.9% | +65.4% |
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