+52.5%
NDAQ vs CLBK
+41.8%
+10.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -1.6% | -1.5% | -0.1% | -1.3% |
| 30D | -1.5% | +6.7% | -8.1% | -2.8% |
| 3M | +8.0% | +21.2% | -13.1% | +3.7% |
| 6M | +7.7% | +42.0% | -34.2% | 0.0% |
| YTD | -2.3% | +63.3% | -65.6% | -12.0% |
| 1Y | +0.6% | +65.4% | -64.8% | -9.9% |
| 3Y | +90.9% | +52.5% | +38.5% | +71.1% |
| 5Y | +52.5% | +42.0% | +10.5% | +34.9% |
| All | +52.5% | +41.8% | +10.6% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling