+16.1%
IWM vs CLBK
+64.1%
-47.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.8% |
| 7D | +0.3% | +2.9% | -2.6% | -0.5% |
| 30D | +0.6% | +5.4% | -4.8% | -0.8% |
| 3M | -6.2% | +5.8% | -12.0% | -7.8% |
| 6M | -0.8% | +28.9% | -29.7% | -8.6% |
| YTD | +14.8% | +61.8% | -47.1% | -1.8% |
| 1Y | +16.1% | +63.1% | -47.0% | -1.5% |
| All | +16.1% | +64.1% | -47.9% | -1.5% |
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