+25.6%
M vs CLBK
+63.6%
-38.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.2% | +5.9% | +7.4% |
| 7D | +2.5% | +1.8% | +0.8% | +2.0% |
| 30D | +10.1% | +5.1% | +5.0% | +8.4% |
| 3M | -0.9% | +5.2% | -6.1% | -3.0% |
| 6M | +30.2% | +28.6% | +1.6% | +14.7% |
| YTD | +16.3% | +61.4% | -45.1% | -9.8% |
| All | +25.6% | +63.6% | -38.0% | -3.2% |
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