+281.3%
P vs CLBK
+42.8%
+238.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | +1.2% | +5.3% | +6.3% |
| 30D | +18.8% | +9.1% | +9.7% | +16.6% |
| 3M | +26.7% | +27.7% | -0.9% | +19.8% |
| 6M | +62.2% | +40.8% | +21.3% | +49.7% |
| YTD | +48.5% | +66.4% | -17.9% | +32.0% |
| 1Y | +26.4% | +72.4% | -46.0% | +10.5% |
| 3Y | +159.4% | +50.7% | +108.7% | +130.1% |
| All | +281.3% | +42.8% | +238.5% | +215.3% |
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 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