-27.5%
ON vs CLBK
+51.6%
-79.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.4% |
| 7D | -1.9% | -1.5% | -0.4% | -1.3% |
| 30D | -11.0% | +6.7% | -17.7% | -13.3% |
| 3M | -39.3% | +21.2% | -60.5% | -44.2% |
| 6M | +19.8% | +42.0% | -22.1% | +2.5% |
| YTD | +31.1% | +63.3% | -32.2% | +4.9% |
| 1Y | +46.0% | +65.4% | -19.4% | +16.2% |
| All | -27.5% | +51.6% | -79.0% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling