-18.8%
OPEN vs CLBK
+55.4%
-74.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.1% |
| 7D | +1.0% | +1.1% | -0.1% | +0.1% |
| 30D | -11.9% | +7.8% | -19.7% | -17.5% |
| 3M | -28.8% | +23.9% | -52.6% | -41.2% |
| 6M | -38.6% | +42.3% | -80.9% | -55.3% |
| YTD | -47.3% | +65.4% | -112.7% | -67.5% |
| 1Y | -49.2% | +70.3% | -119.5% | -69.6% |
| 3Y | -18.8% | +54.5% | -73.2% | -46.4% |
| All | -18.8% | +55.4% | -74.2% | -46.4% |
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 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