+135.0%
GOOG vs CLBK
+41.8%
+93.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -2.5% | -1.4% | -1.1% | -2.3% |
| 30D | -3.6% | +4.5% | -8.1% | -4.4% |
| 3M | -6.4% | +22.8% | -29.2% | -9.9% |
| 6M | +7.8% | +43.4% | -35.7% | +1.0% |
| YTD | +5.5% | +64.1% | -58.6% | -3.6% |
| 1Y | +38.3% | +67.6% | -29.3% | +25.7% |
| 3Y | +143.1% | +53.3% | +89.8% | +121.0% |
| 5Y | +135.0% | +44.8% | +90.2% | +113.9% |
| All | +135.0% | +41.8% | +93.2% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling