+29.7%
Q vs CLBK
+65.6%
-35.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.5% |
| 7D | +6.7% | +1.1% | +5.6% | +6.5% |
| 30D | -10.6% | +7.8% | -18.4% | -11.9% |
| 3M | -14.6% | +23.9% | -38.5% | -18.3% |
| 6M | +12.1% | +42.3% | -30.3% | +2.0% |
| YTD | +51.3% | +65.4% | -14.1% | +30.7% |
| All | +29.7% | +65.6% | -35.9% | +10.0% |
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