-25.6%
LEN vs CLBK
+54.0%
-79.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | -5.8% | +0.9% | -6.7% | -6.1% |
| 30D | +13.7% | +3.4% | +10.3% | +12.4% |
| 3M | -3.9% | -4.3% | +0.4% | -2.5% |
| 6M | -0.4% | +28.4% | -28.7% | -10.0% |
| YTD | -16.8% | +59.4% | -76.3% | -31.3% |
| 1Y | -29.5% | +64.8% | -94.3% | -42.4% |
| 3Y | -25.6% | +50.6% | -76.2% | -39.3% |
| All | -25.6% | +54.0% | -79.5% | -39.3% |
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