-8.8%
IT vs CLBK
+65.7%
-74.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | -5.5% | +4.6% | -10.1% | -6.5% |
| 30D | +10.3% | -1.5% | +11.8% | +10.6% |
| 3M | +11.5% | +4.4% | +7.1% | +9.9% |
| 6M | +40.3% | +31.7% | +8.6% | +30.7% |
| YTD | -17.9% | +58.7% | -76.6% | -26.9% |
| 1Y | -8.8% | +64.9% | -73.7% | -22.2% |
| All | -8.8% | +65.7% | -74.5% | -22.2% |
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