-70.8%
OPEN vs CLBK
+92.8%
-163.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -4.3% | +1.2% | -5.5% | -4.9% |
| 30D | -16.2% | +9.1% | -25.4% | -20.7% |
| 3M | -36.4% | +27.7% | -64.1% | -45.4% |
| 6M | -35.5% | +40.8% | -76.3% | -47.9% |
| YTD | -46.0% | +66.4% | -112.4% | -61.2% |
| 1Y | -47.1% | +72.4% | -119.5% | -62.9% |
| 3Y | -19.0% | +50.7% | -69.7% | -37.7% |
| 5Y | -83.6% | +42.9% | -126.5% | -87.1% |
| All | -70.8% | +92.8% | -163.7% | -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