+54.1%
GH vs CLBK
+29.9%
+24.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | +0.6% | +0.9% | -0.3% | +0.4% |
| 30D | -6.9% | +3.4% | -10.3% | -7.3% |
| 3M | -4.9% | -4.3% | -0.6% | -3.8% |
| 6M | +54.1% | +28.4% | +25.7% | +25.4% |
| All | +54.1% | +29.9% | +24.2% | +25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling