-50.9%
OPEN vs CLBK
+67.6%
-118.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.8% |
| 7D | -2.9% | -1.5% | -1.5% | -2.4% |
| 30D | -13.8% | +6.7% | -20.5% | -16.1% |
| 3M | -30.9% | +21.2% | -52.0% | -36.6% |
| 6M | -40.9% | +42.0% | -82.9% | -49.6% |
| YTD | -48.5% | +63.3% | -111.8% | -60.4% |
| 1Y | -50.9% | +65.4% | -116.3% | -56.1% |
| All | -50.9% | +67.6% | -118.5% | -56.1% |
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