+116.0%
INTC vs CLBK
+41.8%
+74.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | +18.0% | -1.5% | +19.4% | +18.5% |
| 30D | +8.9% | +6.7% | +2.3% | +6.5% |
| 3M | -1.6% | +21.2% | -22.7% | -8.3% |
| 6M | +133.1% | +42.0% | +91.1% | +105.7% |
| YTD | +187.9% | +63.3% | +124.7% | +142.2% |
| 1Y | +334.7% | +65.4% | +269.3% | +263.1% |
| 3Y | +184.2% | +52.5% | +131.7% | +139.1% |
| 5Y | +116.0% | +42.0% | +74.0% | +79.4% |
| All | +116.0% | +41.8% | +74.2% | +79.4% |
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