+231.7%
SPOT vs CLBK
+51.6%
+180.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -6.5% | -1.5% | -5.0% | -6.4% |
| 30D | +2.2% | +6.7% | -4.5% | +1.8% |
| 3M | +5.4% | +21.2% | -15.8% | +4.3% |
| 6M | -4.0% | +42.0% | -46.0% | -5.7% |
| YTD | -9.9% | +63.3% | -73.2% | -12.4% |
| 1Y | -27.3% | +65.4% | -92.7% | -29.5% |
| All | +231.7% | +51.6% | +180.2% | +221.4% |
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