+20.7%
IWM vs CLBK
+25.3%
-4.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | -2.0% | +0.6% | -2.7% | -2.2% |
| 30D | -1.5% | +2.9% | -4.3% | -2.5% |
| 3M | -8.0% | +3.0% | -11.0% | -9.1% |
| 6M | -4.1% | +27.3% | -31.4% | -12.5% |
| YTD | +11.9% | +58.0% | -46.1% | -5.8% |
| 1Y | +15.0% | +62.4% | -47.4% | -4.3% |
| 3Y | +64.2% | +46.9% | +17.3% | +39.3% |
| All | +20.7% | +25.3% | -4.6% | +1.4% |
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