+142.4%
GILD vs CLBK
+43.5%
+99.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -4.8% | -1.5% | -3.4% | -4.6% |
| 30D | +5.8% | -1.0% | +6.8% | +5.9% |
| 3M | +14.9% | +22.9% | -8.0% | +11.7% |
| 6M | -0.4% | +44.2% | -44.6% | -5.3% |
| YTD | +18.5% | +64.0% | -45.4% | +10.5% |
| 1Y | +25.1% | +65.7% | -40.6% | +16.2% |
| 3Y | +105.9% | +54.1% | +51.8% | +90.4% |
| All | +142.4% | +43.5% | +99.0% | +125.8% |
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