+47.6%
ON vs CLBK
+63.8%
-16.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | +12.2% | +0.9% | +11.3% | +12.1% |
| 30D | -3.1% | +3.4% | -6.5% | -3.7% |
| 3M | -12.9% | -4.3% | -8.6% | -12.1% |
| 6M | -38.6% | +28.4% | -66.9% | -41.5% |
| YTD | +31.2% | +59.4% | -28.2% | +12.7% |
| 1Y | +47.6% | +64.8% | -17.2% | +20.7% |
| All | +47.6% | +63.8% | -16.2% | +20.7% |
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