+33.1%
GDDY vs CLBK
+52.2%
-19.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -3.2% | -1.5% | -1.7% | -2.9% |
| 30D | +6.8% | -1.0% | +7.8% | +7.1% |
| 3M | +30.5% | +22.9% | +7.5% | +24.9% |
| 6M | +13.3% | +44.2% | -30.9% | +5.0% |
| YTD | -21.0% | +64.0% | -84.9% | -28.8% |
| 1Y | -34.0% | +65.7% | -99.7% | -40.8% |
| 3Y | +33.1% | +54.1% | -21.0% | +18.2% |
| All | +33.1% | +52.2% | -19.1% | +18.2% |
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