+26.0%
IR vs CLBK
+53.8%
-27.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +1.5% | +2.4% | -0.9% | +0.7% |
| 30D | +9.0% | +4.9% | +4.1% | +7.1% |
| 3M | -0.9% | +5.3% | -6.2% | -3.1% |
| 6M | +13.4% | +28.3% | -14.9% | +2.4% |
| YTD | +8.5% | +61.1% | -52.7% | -10.2% |
| 1Y | +11.3% | +62.4% | -51.1% | -8.2% |
| 3Y | +26.0% | +54.7% | -28.7% | +4.4% |
| All | +26.0% | +53.8% | -27.8% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling