+71.8%
GH vs CLBK
+65.7%
+6.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.8% |
| 7D | -7.7% | +4.6% | -12.3% | -8.2% |
| 30D | -10.0% | -1.5% | -8.5% | -9.7% |
| 3M | +5.5% | +4.4% | +1.1% | +4.7% |
| 6M | +84.9% | +31.7% | +53.2% | +74.4% |
| YTD | +65.0% | +58.7% | +6.3% | +55.2% |
| 1Y | +71.8% | +64.9% | +6.9% | +61.2% |
| All | +71.8% | +65.7% | +6.0% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling