+26.7%
Q vs CLBK
+66.6%
-39.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.2% | +1.2% | -1.0% | 0.0% |
| 30D | -11.1% | +9.1% | -20.3% | -12.6% |
| 3M | -22.1% | +27.7% | -49.8% | -26.3% |
| 6M | +0.5% | +40.8% | -40.3% | -8.3% |
| YTD | +47.8% | +66.4% | -18.6% | +27.5% |
| All | +26.7% | +66.6% | -39.9% | +7.3% |
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