+55.6%
IOT vs CLBK
+27.2%
+28.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | -0.8% | -1.4% | +0.6% | -0.3% |
| 30D | -4.7% | +4.5% | -9.2% | -6.3% |
| 3M | +17.8% | +22.8% | -5.0% | +8.9% |
| 6M | +16.8% | +43.4% | -26.6% | +1.6% |
| YTD | +8.4% | +64.1% | -55.7% | -11.1% |
| 1Y | -0.8% | +67.6% | -68.4% | -19.4% |
| 3Y | +25.7% | +53.3% | -27.5% | +3.6% |
| All | +55.6% | +27.2% | +28.4% | +22.5% |
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