+149.6%
REGN vs CLBK
+65.5%
+84.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.6% | -1.5% | -4.1% | -5.4% |
| 30D | -2.0% | -1.0% | -0.9% | -1.8% |
| 3M | +28.0% | +22.9% | +5.0% | +23.8% |
| 6M | +1.2% | +44.2% | -43.1% | -4.7% |
| YTD | +1.6% | +64.0% | -62.3% | -6.2% |
| 1Y | +38.2% | +65.7% | -27.4% | +27.0% |
| 3Y | -5.4% | +54.1% | -59.4% | -13.3% |
| 5Y | +21.3% | +44.7% | -23.4% | +9.8% |
| All | +149.6% | +65.5% | +84.2% | +103.6% |
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