+109.9%
RF vs CLBK
+59.4%
+50.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.1% |
| 7D | -0.9% | +0.6% | -1.5% | -1.4% |
| 30D | +6.0% | +2.9% | +3.2% | +3.7% |
| 3M | -8.9% | +3.0% | -11.9% | -11.3% |
| 6M | +2.3% | +27.3% | -24.9% | -15.5% |
| YTD | +7.6% | +58.0% | -50.4% | -25.2% |
| 1Y | +21.2% | +62.4% | -41.2% | -17.6% |
| 3Y | +108.5% | +46.9% | +61.6% | +45.2% |
| 5Y | +43.2% | +25.3% | +18.0% | +2.5% |
| All | +109.9% | +59.4% | +50.5% | +21.7% |
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