+54.8%
ON vs CLBK
+73.3%
-18.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.4% | +1.2% | +1.2% | +2.1% |
| 30D | -3.3% | +9.1% | -12.4% | -5.2% |
| 3M | -43.6% | +27.7% | -71.3% | -47.2% |
| 6M | +19.0% | +40.8% | -21.9% | +6.1% |
| YTD | +37.4% | +66.4% | -29.0% | +12.3% |
| 1Y | +54.8% | +72.4% | -17.6% | +27.4% |
| All | +54.8% | +73.3% | -18.5% | +27.4% |
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