-12.1%
LEN vs CLBK
+27.8%
-39.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | -5.8% | +0.9% | -6.7% | -6.0% |
| 30D | +13.7% | +3.4% | +10.3% | +12.7% |
| 3M | -3.9% | -4.3% | +0.4% | -2.8% |
| 6M | -0.4% | +28.4% | -28.7% | -7.9% |
| YTD | -16.8% | +59.4% | -76.3% | -28.2% |
| 1Y | -29.5% | +64.8% | -94.3% | -39.6% |
| 3Y | -25.6% | +50.6% | -76.2% | -35.8% |
| All | -12.1% | +27.8% | -39.9% | -28.0% |
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