-0.7%
IP vs CLBK
+59.4%
-60.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -5.1% | +0.6% | -5.7% | -5.3% |
| 30D | +8.5% | +2.9% | +5.6% | +7.2% |
| 3M | -13.8% | +3.0% | -16.8% | -15.2% |
| 6M | +5.7% | +27.3% | -21.5% | -5.3% |
| YTD | -9.1% | +58.0% | -67.1% | -26.0% |
| 1Y | -0.8% | +62.4% | -63.2% | -20.2% |
| 3Y | +14.8% | +46.9% | -32.1% | -7.6% |
| 5Y | -11.5% | +25.3% | -36.8% | -28.4% |
| All | -0.7% | +59.4% | -60.2% | -32.8% |
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 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