+411.4%
GE vs CLBK
+67.9%
+343.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.6% | +1.2% | -2.8% | -2.1% |
| 30D | -11.6% | +9.1% | -20.7% | -14.8% |
| 3M | +3.0% | +27.7% | -24.7% | -7.5% |
| 6M | -0.5% | +40.8% | -41.4% | -14.2% |
| YTD | +9.7% | +66.4% | -56.6% | -12.1% |
| 1Y | +20.0% | +72.4% | -52.3% | -6.1% |
| 3Y | +275.8% | +50.7% | +225.2% | +197.4% |
| 5Y | +429.1% | +42.9% | +386.1% | +284.2% |
| All | +411.4% | +67.9% | +343.5% | +195.5% |
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