+216.8%
ON vs CLBK
+67.9%
+148.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.4% | +1.2% | +1.2% | +1.8% |
| 30D | -3.3% | +9.1% | -12.4% | -7.7% |
| 3M | -43.6% | +27.7% | -71.3% | -51.2% |
| 6M | +19.0% | +40.8% | -21.9% | -2.8% |
| YTD | +37.4% | +66.4% | -29.0% | +1.7% |
| 1Y | +54.8% | +72.4% | -17.6% | +12.1% |
| 3Y | -25.2% | +50.7% | -75.9% | -44.1% |
| 5Y | +62.7% | +42.9% | +19.8% | +10.2% |
| All | +216.8% | +67.9% | +148.9% | +74.9% |
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