+9.1%
IR vs CLBK
+65.7%
-56.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.8% |
| 7D | +11.6% | +4.6% | +7.0% | +9.6% |
| 30D | +7.2% | -1.5% | +8.7% | +7.8% |
| 3M | -5.9% | +4.4% | -10.3% | -8.2% |
| 6M | +11.5% | +31.7% | -20.2% | -5.4% |
| YTD | +6.3% | +58.7% | -52.4% | -19.2% |
| 1Y | +9.1% | +64.9% | -55.8% | -19.0% |
| All | +9.1% | +65.7% | -56.7% | -19.0% |
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