-48.8%
SE vs CLBK
+65.7%
-114.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +4.6% |
| 7D | +6.7% | +4.6% | +2.1% | +7.7% |
| 30D | -17.2% | -1.5% | -15.7% | -17.4% |
| 3M | -28.0% | +4.4% | -32.4% | -27.4% |
| 6M | -6.1% | +31.7% | -37.8% | -0.3% |
| YTD | -37.1% | +58.7% | -95.8% | -30.3% |
| 1Y | -48.8% | +64.9% | -113.6% | -43.5% |
| All | -48.8% | +65.7% | -114.5% | -43.5% |
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 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