+11.0%
S vs CLBK
+66.6%
-55.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +0.1% | -1.4% | +1.4% | +0.6% |
| 30D | -11.8% | +4.5% | -16.3% | -13.1% |
| 3M | +33.9% | +22.8% | +11.2% | +23.1% |
| 6M | +40.1% | +43.4% | -3.3% | +20.5% |
| YTD | +32.1% | +64.1% | -32.0% | +7.9% |
| 1Y | +11.0% | +67.6% | -56.5% | -10.1% |
| All | +11.0% | +66.6% | -55.5% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling