-11.9%
MKTX vs CLBK
+65.6%
-77.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -0.2% | -1.4% | +1.2% | +0.1% |
| 30D | +0.8% | +4.5% | -3.7% | +0.1% |
| 3M | +41.1% | +22.8% | +18.4% | +36.7% |
| 6M | -9.5% | +43.4% | -53.0% | -14.5% |
| YTD | -8.7% | +64.1% | -72.8% | -15.7% |
| 1Y | -10.0% | +67.6% | -77.5% | -17.4% |
| 3Y | -24.6% | +53.3% | -77.9% | -30.6% |
| 5Y | -60.3% | +44.8% | -105.1% | -64.2% |
| All | -11.9% | +65.6% | -77.5% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling