+404.1%
GE vs CLBK
+60.9%
+343.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +2.7% | +0.9% | +1.8% | +2.3% |
| 30D | +8.1% | +3.4% | +4.7% | +6.6% |
| 3M | -7.9% | -4.3% | -3.6% | -6.4% |
| 6M | +12.9% | +28.4% | -15.5% | +1.0% |
| YTD | +8.2% | +59.4% | -51.2% | -12.0% |
| 1Y | +9.7% | +64.8% | -55.1% | -12.3% |
| 3Y | +266.1% | +50.6% | +215.5% | +188.6% |
| 5Y | +407.4% | +28.3% | +379.1% | +296.1% |
| All | +404.1% | +60.9% | +343.3% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling