+75.8%
LEN vs CLBK
+67.9%
+7.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.2% | +1.2% | -4.4% | -3.6% |
| 30D | -4.9% | +9.1% | -14.0% | -8.3% |
| 3M | -8.5% | +27.7% | -36.2% | -17.4% |
| 6M | -20.7% | +40.8% | -61.5% | -31.1% |
| YTD | -17.4% | +66.4% | -83.8% | -33.3% |
| 1Y | -38.2% | +72.4% | -110.6% | -50.9% |
| 3Y | -24.9% | +50.7% | -75.6% | -38.6% |
| 5Y | -11.4% | +42.9% | -54.4% | -31.5% |
| All | +75.8% | +67.9% | +7.9% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling