+383.3%
P vs CLBK
+67.9%
+315.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | +1.2% | +5.3% | +6.0% |
| 30D | +18.8% | +9.1% | +9.7% | +14.8% |
| 3M | +26.7% | +27.7% | -0.9% | +14.5% |
| 6M | +62.2% | +40.8% | +21.3% | +40.4% |
| YTD | +48.5% | +66.4% | -17.9% | +19.8% |
| 1Y | +26.4% | +72.4% | -46.0% | -0.9% |
| 3Y | +159.4% | +50.7% | +108.7% | +107.8% |
| 5Y | +275.8% | +42.9% | +232.9% | +178.3% |
| All | +383.3% | +67.9% | +315.4% | +229.7% |
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