+92.9%
O vs CLBK
+67.9%
+25.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.7% | +1.2% | -2.0% | -1.1% |
| 30D | -1.9% | +9.1% | -11.0% | -4.4% |
| 3M | +3.8% | +27.7% | -23.8% | -3.4% |
| 6M | -4.7% | +40.8% | -45.6% | -13.9% |
| YTD | +12.5% | +66.4% | -53.9% | -3.5% |
| 1Y | +10.8% | +72.4% | -61.5% | -6.4% |
| 3Y | +28.8% | +50.7% | -21.9% | +9.8% |
| 5Y | +13.2% | +42.9% | -29.7% | -9.2% |
| All | +92.9% | +67.9% | +25.0% | +37.3% |
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