+18.0%
Q vs CLBK
+65.7%
-47.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -3.3% | +4.6% | -7.9% | -4.0% |
| 30D | -9.7% | -1.5% | -8.2% | -9.2% |
| 3M | -16.1% | +4.4% | -20.5% | -16.6% |
| 6M | -15.7% | +31.7% | -47.4% | -21.4% |
| YTD | +45.7% | +58.7% | -13.0% | +26.5% |
| 1Y | +18.0% | +64.9% | -46.8% | -2.3% |
| All | +18.0% | +65.7% | -47.7% | -2.3% |
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