+37.9%
IWM vs CLBK
+43.5%
-5.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.4% | -1.5% | -1.0% | -1.9% |
| 30D | -4.6% | -1.0% | -3.5% | -4.2% |
| 3M | -0.3% | +22.9% | -23.2% | -7.8% |
| 6M | +14.7% | +44.2% | -29.5% | 0.0% |
| YTD | +17.8% | +64.0% | -46.1% | -2.3% |
| 1Y | +21.2% | +65.7% | -44.5% | -0.2% |
| 3Y | +62.3% | +54.1% | +8.3% | +35.3% |
| All | +37.9% | +43.5% | -5.5% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling