+417.9%
GE vs CLBK
+41.8%
+376.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.6% |
| 7D | -1.2% | -1.5% | +0.2% | -0.9% |
| 30D | -11.3% | +6.7% | -17.9% | -12.5% |
| 3M | -1.4% | +21.2% | -22.6% | -5.4% |
| 6M | +1.2% | +42.0% | -40.8% | -6.0% |
| YTD | +5.9% | +63.3% | -57.3% | -4.5% |
| 1Y | +18.4% | +65.4% | -47.0% | +6.2% |
| 3Y | +271.0% | +52.5% | +218.5% | +231.8% |
| 5Y | +417.9% | +42.0% | +376.0% | +325.7% |
| All | +417.9% | +41.8% | +376.1% | +325.7% |
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