+132.5%
GOOGL vs CLBK
+41.8%
+90.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -1.9% | -1.5% | -0.4% | -1.6% |
| 30D | -7.5% | +6.7% | -14.1% | -8.5% |
| 3M | -9.2% | +21.2% | -30.3% | -12.3% |
| 6M | +8.1% | +42.0% | -33.9% | +1.4% |
| YTD | +5.8% | +63.3% | -57.4% | -3.2% |
| 1Y | +38.3% | +65.4% | -27.0% | +26.0% |
| 3Y | +144.8% | +52.5% | +92.3% | +122.6% |
| 5Y | +132.5% | +42.0% | +90.6% | +112.5% |
| All | +132.5% | +41.8% | +90.7% | +112.5% |
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 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