+108.5%
RF vs CLBK
+44.9%
+63.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | -0.9% | +0.6% | -1.5% | -1.2% |
| 30D | +6.0% | +2.9% | +3.2% | +4.4% |
| 3M | -8.9% | +3.0% | -11.9% | -10.6% |
| 6M | +2.3% | +27.3% | -24.9% | -11.1% |
| YTD | +7.6% | +58.0% | -50.4% | -17.6% |
| 1Y | +21.2% | +62.4% | -41.2% | -8.7% |
| 3Y | +108.5% | +46.9% | +61.6% | +63.3% |
| All | +108.5% | +44.9% | +63.7% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling