+125.8%
M vs CLBK
+57.4%
+68.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.7% | +1.2% | +3.5% | +4.1% |
| 30D | -9.6% | +9.1% | -18.8% | -13.5% |
| 3M | +0.9% | +27.7% | -26.8% | -11.0% |
| 6M | +22.3% | +40.8% | -18.6% | +2.6% |
| YTD | +6.5% | +66.4% | -59.9% | -18.0% |
| 1Y | +38.8% | +72.4% | -33.6% | +4.7% |
| All | +125.8% | +57.4% | +68.4% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling