+170.5%
GM vs CLBK
+52.2%
+118.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.4% | -1.5% | -1.0% | -1.9% |
| 30D | -1.1% | -1.0% | -0.1% | -0.7% |
| 3M | +6.1% | +22.9% | -16.8% | -2.6% |
| 6M | +15.0% | +44.2% | -29.2% | -1.2% |
| YTD | +6.0% | +64.0% | -58.0% | -13.7% |
| 1Y | +47.1% | +65.7% | -18.6% | +18.9% |
| 3Y | +170.5% | +54.1% | +116.4% | +114.8% |
| All | +170.5% | +52.2% | +118.3% | +114.8% |
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