+121.8%
INTC vs CLBK
+67.9%
+53.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +7.1% | +1.2% | +5.9% | +6.5% |
| 30D | -5.2% | +9.1% | -14.3% | -8.8% |
| 3M | -14.3% | +27.7% | -42.0% | -23.3% |
| 6M | +110.2% | +40.8% | +69.3% | +80.4% |
| YTD | +159.6% | +66.4% | +93.2% | +107.2% |
| 1Y | +289.3% | +72.4% | +216.9% | +204.6% |
| 3Y | +166.1% | +50.7% | +115.4% | +114.1% |
| 5Y | +94.4% | +42.9% | +51.4% | +50.2% |
| All | +121.8% | +67.9% | +53.9% | +55.2% |
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