+216.4%
HIG vs CLBK
+64.7%
+151.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.2% |
| 7D | -0.5% | -1.5% | +1.0% | +0.2% |
| 30D | -2.8% | +6.7% | -9.5% | -5.7% |
| 3M | +6.3% | +21.2% | -14.8% | -2.7% |
| 6M | -0.1% | +42.0% | -42.1% | -15.0% |
| YTD | +0.4% | +63.3% | -62.8% | -20.1% |
| 1Y | +6.2% | +65.4% | -59.1% | -16.5% |
| 3Y | +101.6% | +52.5% | +49.2% | +56.0% |
| 5Y | +119.8% | +42.0% | +77.9% | +57.6% |
| All | +216.4% | +64.7% | +151.7% | +100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling