-22.3%
HD vs CLBK
+69.8%
-92.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -1.2% | +1.1% | -2.3% | -1.4% |
| 30D | -11.1% | +7.8% | -18.9% | -12.6% |
| 3M | +2.0% | +23.9% | -21.8% | -3.1% |
| 6M | -10.5% | +42.3% | -52.8% | -17.7% |
| YTD | -6.9% | +65.4% | -72.2% | -16.6% |
| All | -22.3% | +69.8% | -92.1% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling