+185.8%
GS vs CLBK
+44.9%
+140.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | -2.4% | +2.9% | -5.3% | -3.6% |
| 3M | -15.7% | +3.0% | -18.7% | -17.0% |
| 6M | -6.8% | +27.3% | -34.1% | -16.7% |
| YTD | -0.1% | +58.0% | -58.1% | -19.1% |
| 1Y | +12.1% | +62.4% | -50.3% | -10.5% |
| 3Y | +185.8% | +46.9% | +138.8% | +135.2% |
| All | +185.8% | +44.9% | +140.9% | +135.2% |
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