+380.1%
MSCI vs CLBK
+62.6%
+317.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +2.7% | +2.4% | +0.2% | +1.9% |
| 30D | +16.2% | +4.9% | +11.3% | +14.6% |
| 3M | +17.1% | +5.3% | +11.8% | +15.1% |
| 6M | +13.0% | +28.3% | -15.3% | +4.5% |
| YTD | +15.8% | +61.1% | -45.4% | -0.6% |
| 1Y | +15.5% | +62.4% | -46.9% | -1.2% |
| 3Y | +32.3% | +54.7% | -22.3% | +11.6% |
| 5Y | +8.2% | +27.4% | -19.3% | -6.7% |
| All | +380.1% | +62.6% | +317.5% | +283.2% |
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 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