+119.6%
GLW vs CLBK
+66.6%
+53.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | +11.7% | -1.4% | +13.1% | +12.0% |
| 30D | +2.7% | +4.5% | -1.9% | +1.6% |
| 3M | -2.8% | +22.8% | -25.6% | -8.0% |
| 6M | +20.2% | +43.4% | -23.3% | +8.2% |
| YTD | +87.3% | +64.1% | +23.2% | +62.7% |
| 1Y | +119.6% | +67.6% | +52.0% | +92.5% |
| All | +119.6% | +66.6% | +53.0% | +92.5% |
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 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