+133.6%
HOOD vs CLBK
+40.0%
+93.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.3% |
| 7D | +3.8% | +2.5% | +1.3% | +2.8% |
| 30D | -26.4% | +3.7% | -30.1% | -27.5% |
| 3M | -14.3% | -3.3% | -11.0% | -13.2% |
| 6M | +3.9% | +29.6% | -25.7% | -7.8% |
| YTD | -28.1% | +60.3% | -88.3% | -42.3% |
| 1Y | -38.8% | +63.4% | -102.2% | -51.4% |
| 3Y | +888.5% | +53.8% | +834.6% | +702.6% |
| 5Y | +131.0% | +29.0% | +102.1% | +88.2% |
| All | +133.6% | +40.0% | +93.6% | +83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling