+27.2%
P vs CLBK
+70.4%
-43.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +7.8% | +1.1% | +6.7% | +7.8% |
| 30D | +12.3% | +7.8% | +4.5% | +12.0% |
| 3M | +37.1% | +23.9% | +13.2% | +36.7% |
| 6M | +66.1% | +42.3% | +23.8% | +64.2% |
| YTD | +50.9% | +65.4% | -14.5% | +52.1% |
| 1Y | +27.2% | +70.3% | -43.1% | +28.3% |
| All | +27.2% | +70.4% | -43.2% | +28.3% |
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