-16.1%
IP vs CLBK
+42.8%
-58.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | +1.2% | -6.5% | -5.6% |
| 30D | -10.9% | +9.1% | -20.0% | -13.0% |
| 3M | +11.2% | +27.7% | -16.5% | +3.8% |
| 6M | -10.2% | +40.8% | -51.1% | -18.3% |
| YTD | -2.0% | +66.4% | -68.4% | -14.7% |
| 1Y | -19.1% | +72.4% | -91.5% | -30.4% |
| 3Y | +20.9% | +50.7% | -29.8% | +5.6% |
| All | -16.1% | +42.8% | -58.9% | -29.5% |
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 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