-35.9%
RUN vs CLBK
+51.6%
-87.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -3.8% |
| 7D | -1.8% | -1.5% | -0.3% | -0.9% |
| 30D | -10.8% | +6.7% | -17.5% | -14.5% |
| 3M | -30.2% | +21.2% | -51.3% | -38.6% |
| 6M | -22.3% | +42.0% | -64.3% | -38.3% |
| YTD | -52.2% | +63.3% | -115.4% | -65.1% |
| 1Y | -45.1% | +65.4% | -110.5% | -60.8% |
| All | -35.9% | +51.6% | -87.4% | -57.5% |
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