+445.0%
GLW vs CLBK
+63.6%
+381.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.3% | +7.4% |
| 7D | +1.4% | +2.2% | -0.7% | +0.7% |
| 30D | -18.2% | +5.0% | -23.2% | -19.9% |
| 3M | -24.2% | +3.3% | -27.4% | -25.3% |
| 6M | -41.7% | +29.6% | -71.3% | -48.2% |
| YTD | +38.3% | +62.1% | -23.8% | +11.2% |
| 1Y | +38.2% | +64.3% | -26.2% | +10.2% |
| 3Y | +363.4% | +55.6% | +307.8% | +261.4% |
| 5Y | +254.6% | +29.3% | +225.3% | +182.0% |
| All | +445.0% | +63.6% | +381.4% | +281.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling