-83.6%
OPEN vs CLBK
+43.5%
-127.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.1% |
| 7D | +1.0% | +1.1% | -0.1% | +0.2% |
| 30D | -11.9% | +7.8% | -19.7% | -16.7% |
| 3M | -28.8% | +23.9% | -52.6% | -39.3% |
| 6M | -38.6% | +42.3% | -80.9% | -52.8% |
| YTD | -47.3% | +65.4% | -112.7% | -64.4% |
| 1Y | -49.2% | +70.3% | -119.5% | -66.5% |
| 3Y | -18.8% | +54.5% | -73.2% | -41.6% |
| 5Y | -83.6% | +43.1% | -126.7% | -88.8% |
| All | -83.6% | +43.5% | -127.1% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling