+52.5%
SOXX vs CLBK
+65.7%
-13.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.2% |
| 7D | -13.7% | +4.6% | -18.3% | -14.2% |
| 30D | -23.6% | -1.5% | -22.1% | -23.2% |
| 3M | -16.9% | +4.4% | -21.3% | -17.2% |
| 6M | -2.4% | +31.7% | -34.1% | -7.3% |
| YTD | +49.8% | +58.7% | -8.9% | +36.1% |
| 1Y | +52.5% | +64.9% | -12.3% | +35.6% |
| All | +52.5% | +65.7% | -13.2% | +35.6% |
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 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