+27.7%
GLW vs CLBK
+64.1%
-36.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -11.1% | +2.9% | -14.0% | -11.6% |
| 30D | -28.4% | +5.4% | -33.8% | -29.2% |
| 3M | -28.8% | +5.8% | -34.5% | -29.5% |
| 6M | -39.8% | +28.9% | -68.7% | -44.3% |
| YTD | +28.7% | +61.8% | -33.1% | +10.1% |
| 1Y | +27.7% | +63.1% | -35.4% | +10.1% |
| All | +27.7% | +64.1% | -36.3% | +10.1% |
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