+43.3%
IR vs CLBK
+43.5%
-0.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +0.6% | +1.1% | -0.5% | +0.3% |
| 30D | -13.6% | +7.8% | -21.4% | -15.8% |
| 3M | +3.7% | +23.9% | -20.2% | -3.8% |
| 6M | -13.1% | +42.3% | -55.4% | -23.0% |
| YTD | -5.1% | +65.4% | -70.5% | -20.1% |
| 1Y | -6.5% | +70.3% | -76.8% | -22.1% |
| 3Y | +8.5% | +54.5% | -46.0% | -8.9% |
| 5Y | +43.3% | +43.1% | +0.2% | +17.9% |
| All | +43.3% | +43.5% | -0.2% | +17.9% |
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