+57.3%
LLY vs CLBK
+65.7%
-8.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +10.1% | +4.6% | +5.5% | +8.9% |
| 30D | +24.0% | -1.5% | +25.5% | +24.4% |
| 3M | +27.3% | +4.4% | +22.9% | +25.3% |
| 6M | +47.0% | +31.7% | +15.3% | +33.2% |
| YTD | +32.6% | +58.7% | -26.1% | +17.4% |
| 1Y | +57.3% | +64.9% | -7.5% | +39.8% |
| All | +57.3% | +65.7% | -8.4% | +39.8% |
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