-1.4%
LOW vs CLBK
+65.7%
-67.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.6% | +7.3% |
| 7D | +15.6% | +4.6% | +11.0% | +14.5% |
| 30D | +28.6% | -1.5% | +30.1% | +28.9% |
| 3M | +5.8% | +4.4% | +1.5% | +4.4% |
| 6M | +3.8% | +31.7% | -27.9% | -4.8% |
| YTD | -2.8% | +58.7% | -61.5% | -15.1% |
| 1Y | -1.4% | +64.9% | -66.3% | -14.7% |
| All | -1.4% | +65.7% | -67.2% | -14.7% |
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 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