-1.6%
IP vs CLBK
+57.9%
-59.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.5% | -3.4% |
| 7D | -5.0% | +2.5% | -7.5% | -5.9% |
| 30D | +6.5% | -1.2% | +7.7% | +7.0% |
| 3M | -18.0% | +2.6% | -20.6% | -19.2% |
| 6M | +10.3% | +26.5% | -16.2% | -0.9% |
| YTD | -9.9% | +56.4% | -66.3% | -26.3% |
| 1Y | -1.1% | +58.8% | -59.8% | -19.6% |
| 3Y | +13.0% | +43.3% | -30.2% | -7.9% |
| 5Y | -12.3% | +24.0% | -36.3% | -28.7% |
| All | -1.6% | +57.9% | -59.4% | -33.1% |
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 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