+126.0%
GOOGL vs CLBK
+54.0%
+72.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +3.9% | +0.9% | +3.0% | +3.7% |
| 30D | -14.9% | +3.4% | -18.3% | -15.3% |
| 3M | -14.6% | -4.3% | -10.3% | -14.1% |
| 6M | -26.4% | +28.4% | -54.8% | -29.4% |
| YTD | -5.3% | +59.4% | -64.7% | -12.3% |
| 1Y | +6.5% | +64.8% | -58.4% | -1.9% |
| 3Y | +126.0% | +50.6% | +75.5% | +113.5% |
| All | +126.0% | +54.0% | +72.1% | +113.5% |
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 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