-26.9%
LEN vs CLBK
+51.6%
-78.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | -3.4% | -1.5% | -1.9% | -2.8% |
| 30D | -5.7% | +6.7% | -12.3% | -8.2% |
| 3M | -12.2% | +21.2% | -33.4% | -18.9% |
| 6M | -18.3% | +42.0% | -60.3% | -29.0% |
| YTD | -20.2% | +63.3% | -83.5% | -34.8% |
| 1Y | -40.1% | +65.4% | -105.4% | -51.3% |
| All | -26.9% | +51.6% | -78.4% | -41.4% |
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