-2.7%
MSCI vs CLBK
+70.4%
-73.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.7% |
| 7D | -2.1% | +1.1% | -3.2% | -2.2% |
| 30D | -1.7% | +7.8% | -9.5% | -2.7% |
| 3M | -8.2% | +23.9% | -32.1% | -10.9% |
| 6M | -2.4% | +42.3% | -44.8% | -7.5% |
| YTD | -2.8% | +65.4% | -68.2% | -10.1% |
| 1Y | -2.7% | +70.3% | -73.0% | -11.8% |
| All | -2.7% | +70.4% | -73.1% | -11.8% |
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