+339.2%
GLW vs CLBK
+54.0%
+285.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | +7.7% | +0.9% | +6.8% | +7.5% |
| 30D | -18.8% | +3.4% | -22.2% | -19.6% |
| 3M | -27.7% | -4.3% | -23.5% | -26.9% |
| 6M | -44.4% | +28.4% | -72.8% | -48.5% |
| YTD | +31.3% | +59.4% | -28.1% | +14.0% |
| 1Y | +40.0% | +64.8% | -24.8% | +20.4% |
| 3Y | +339.2% | +50.6% | +288.6% | +277.9% |
| All | +339.2% | +54.0% | +285.3% | +277.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling