+10.2%
O vs CLBK
+27.5%
-17.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.5% | +2.9% | +0.7% | +3.2% |
| 30D | +10.4% | +5.4% | +5.0% | +9.6% |
| 3M | -2.4% | +5.8% | -8.2% | -3.2% |
| 6M | -1.2% | +28.9% | -30.1% | -4.6% |
| YTD | +10.4% | +61.8% | -51.4% | +3.4% |
| 1Y | +11.4% | +63.1% | -51.7% | +4.2% |
| 3Y | +40.4% | +55.3% | -14.9% | +30.4% |
| All | +10.2% | +27.5% | -17.4% | +1.1% |
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