+47.7%
HAS vs CLBK
+27.8%
+20.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | +1.4% | +0.9% | +0.5% | +1.2% |
| 30D | +26.3% | +3.4% | +22.9% | +25.4% |
| 3M | +25.6% | -4.3% | +29.9% | +26.7% |
| 6M | +30.3% | +28.4% | +1.9% | +22.8% |
| YTD | +50.4% | +59.4% | -9.1% | +35.0% |
| 1Y | +57.7% | +64.8% | -7.1% | +40.6% |
| 3Y | +213.4% | +50.6% | +162.8% | +180.1% |
| All | +47.7% | +27.8% | +20.0% | +32.5% |
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