-26.3%
LOW vs CLBK
+68.0%
-94.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.7% | -1.5% | -2.3% | -3.4% |
| 30D | -8.9% | -1.0% | -7.8% | -8.7% |
| 3M | -10.4% | +22.9% | -33.3% | -15.1% |
| 6M | -19.4% | +44.2% | -63.6% | -26.5% |
| YTD | -17.1% | +64.0% | -81.1% | -26.6% |
| 1Y | -26.3% | +65.7% | -91.9% | -35.4% |
| All | -26.3% | +68.0% | -94.2% | -35.4% |
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