+29.7%
M vs CLBK
+67.6%
-37.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.7% |
| 7D | -4.1% | -1.5% | -2.6% | -3.5% |
| 30D | -13.6% | +6.7% | -20.3% | -15.9% |
| 3M | -2.3% | +21.2% | -23.4% | -11.0% |
| 6M | +21.9% | +42.0% | -20.1% | +2.3% |
| YTD | -0.6% | +63.3% | -63.9% | -22.7% |
| 1Y | +29.7% | +65.4% | -35.7% | -0.2% |
| All | +29.7% | +67.6% | -37.8% | -0.2% |
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