+420.3%
IBKR vs CLBK
+65.5%
+354.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.3% | -1.5% | +0.1% | -0.8% |
| 30D | -0.2% | -1.0% | +0.8% | +0.1% |
| 3M | +3.0% | +22.9% | -20.0% | -5.3% |
| 6M | +33.9% | +44.2% | -10.3% | +15.6% |
| YTD | +42.5% | +64.0% | -21.5% | +16.9% |
| 1Y | +44.9% | +65.7% | -20.8% | +17.8% |
| 3Y | +293.0% | +54.1% | +238.9% | +216.1% |
| 5Y | +497.7% | +44.7% | +453.0% | +352.6% |
| All | +420.3% | +65.5% | +354.9% | +270.5% |
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 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