+372.0%
LLY vs CLBK
+42.8%
+329.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +1.2% | -3.4% | -2.2% |
| 30D | -1.6% | +9.1% | -10.7% | -1.9% |
| 3M | +2.3% | +27.7% | -25.4% | +1.3% |
| 6M | +14.9% | +40.8% | -25.9% | +13.4% |
| YTD | +7.5% | +66.4% | -58.9% | +5.9% |
| 1Y | +55.7% | +72.4% | -16.7% | +53.4% |
| 3Y | +110.6% | +50.7% | +59.9% | +107.7% |
| All | +372.0% | +42.8% | +329.3% | +356.7% |
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