+55.7%
LLY vs CLBK
+73.3%
-17.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +1.2% | -3.4% | -2.4% |
| 30D | -1.6% | +9.1% | -10.7% | -3.4% |
| 3M | +2.3% | +27.7% | -25.4% | -3.4% |
| 6M | +14.9% | +40.8% | -25.9% | +6.0% |
| YTD | +7.5% | +66.4% | -58.9% | -1.7% |
| 1Y | +55.7% | +72.4% | -16.7% | +42.8% |
| All | +55.7% | +73.3% | -17.6% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling