-13.5%
IP vs CLBK
+27.8%
-41.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -2.8% | +2.2% | -4.9% | -3.3% |
| 30D | +9.2% | +5.0% | +4.2% | +7.8% |
| 3M | -16.1% | +3.3% | -19.4% | -17.0% |
| 6M | +9.6% | +29.6% | -20.0% | +1.9% |
| YTD | -8.8% | +62.1% | -70.9% | -20.0% |
| 1Y | -5.5% | +64.3% | -69.9% | -17.4% |
| 3Y | +19.6% | +55.6% | -36.0% | +4.1% |
| 5Y | -13.5% | +29.3% | -42.7% | -24.1% |
| All | -13.5% | +27.8% | -41.2% | -24.1% |
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