+2.3%
IP vs CLBK
+65.7%
-63.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | +3.4% | +4.6% | -1.2% | +2.0% |
| 30D | +11.2% | -1.5% | +12.7% | +11.8% |
| 3M | -14.8% | +4.4% | -19.2% | -16.3% |
| 6M | +17.3% | +31.7% | -14.4% | +3.0% |
| YTD | -6.2% | +58.7% | -64.9% | -23.5% |
| 1Y | +2.3% | +64.9% | -62.5% | -18.8% |
| All | +2.3% | +65.7% | -63.4% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling