+5.3%
GAP vs CLBK
+27.8%
-22.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -9.3% | +2.2% | -11.5% | -10.2% |
| 30D | -5.5% | +5.0% | -10.5% | -7.5% |
| 3M | +3.5% | +3.3% | +0.2% | +1.3% |
| 6M | +0.7% | +29.6% | -28.9% | -11.8% |
| YTD | -13.4% | +62.1% | -75.5% | -31.9% |
| 1Y | -7.7% | +64.3% | -72.0% | -27.9% |
| 3Y | +74.4% | +55.6% | +18.8% | +36.6% |
| 5Y | +5.3% | +29.3% | -23.9% | -20.9% |
| All | +5.3% | +27.8% | -22.4% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling