-53.2%
S vs CLBK
+49.5%
-102.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -7.7% | +1.2% | -8.9% | -8.0% |
| 30D | -5.3% | +9.1% | -14.5% | -7.7% |
| 3M | +20.3% | +27.7% | -7.4% | +11.9% |
| 6M | +47.4% | +40.8% | +6.5% | +33.1% |
| YTD | +32.5% | +66.4% | -33.9% | +14.1% |
| 1Y | +9.5% | +72.4% | -62.8% | -6.8% |
| 3Y | +15.5% | +50.7% | -35.2% | +0.3% |
| 5Y | -71.2% | +42.9% | -114.1% | -73.6% |
| All | -53.2% | +49.5% | -102.8% | -54.6% |
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