-51.6%
IT vs CLBK
+51.6%
-103.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | -9.1% | -1.5% | -7.7% | -8.7% |
| 30D | -12.2% | +6.7% | -18.8% | -13.8% |
| 3M | +7.8% | +21.2% | -13.3% | +2.0% |
| 6M | +2.0% | +42.0% | -40.0% | -7.7% |
| YTD | -32.7% | +63.3% | -96.0% | -41.6% |
| 1Y | -31.1% | +65.4% | -96.5% | -40.6% |
| All | -51.6% | +51.6% | -103.1% | -57.9% |
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 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