+63.0%
IT vs CLBK
+60.9%
+2.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +1.1% | +0.9% | +0.2% | +0.8% |
| 30D | -1.8% | +3.4% | -5.3% | -2.9% |
| 3M | +4.8% | -4.3% | +9.1% | +6.4% |
| 6M | +33.0% | +28.4% | +4.7% | +21.6% |
| YTD | -23.8% | +59.4% | -83.2% | -35.8% |
| 1Y | -16.5% | +64.8% | -81.3% | -30.6% |
| 3Y | -53.6% | +50.6% | -104.2% | -61.5% |
| 5Y | -42.1% | +28.3% | -70.4% | -51.6% |
| All | +63.0% | +60.9% | +2.2% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling