+5.8%
GAP vs CLBK
+41.8%
-36.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.0% |
| 7D | -3.2% | -1.5% | -1.7% | -2.5% |
| 30D | -0.7% | +6.7% | -7.4% | -4.0% |
| 3M | -0.5% | +21.2% | -21.6% | -9.8% |
| 6M | -5.0% | +42.0% | -47.0% | -20.4% |
| YTD | -14.7% | +63.3% | -77.9% | -33.3% |
| 1Y | -8.6% | +65.4% | -74.0% | -29.2% |
| 3Y | +108.4% | +52.5% | +55.9% | +64.1% |
| 5Y | +5.8% | +42.0% | -36.2% | -27.0% |
| All | +5.8% | +41.8% | -36.0% | -27.0% |
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