+421.2%
GLW vs CLBK
+57.4%
+363.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | +1.2% | +2.6% | +3.4% |
| 30D | -1.3% | +9.1% | -10.5% | -3.7% |
| 3M | -21.8% | +27.7% | -49.5% | -27.4% |
| 6M | +6.9% | +40.8% | -33.9% | -3.7% |
| YTD | +77.2% | +66.4% | +10.8% | +51.8% |
| 1Y | +123.2% | +72.4% | +50.9% | +88.8% |
| All | +421.2% | +57.4% | +363.9% | +336.3% |
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