+69.2%
IWM vs CLBK
+48.6%
+20.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | -2.0% | +0.6% | -2.7% | -2.3% |
| 30D | -1.5% | +2.9% | -4.3% | -2.6% |
| 3M | -8.0% | +3.0% | -11.0% | -9.3% |
| 6M | -4.1% | +27.3% | -31.4% | -14.0% |
| YTD | +11.9% | +58.0% | -46.1% | -9.0% |
| 1Y | +15.0% | +62.4% | -47.4% | -7.8% |
| All | +69.2% | +48.6% | +20.6% | +36.4% |
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