+78.5%
SPY vs CLBK
+55.4%
+23.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | +0.5% | +1.1% | -0.6% | +0.3% |
| 30D | -0.9% | +7.8% | -8.7% | -2.4% |
| 3M | +3.9% | +23.9% | -20.0% | -0.7% |
| 6M | +14.5% | +42.3% | -27.8% | +6.3% |
| YTD | +12.9% | +65.4% | -52.5% | +1.4% |
| 1Y | +19.4% | +70.3% | -51.0% | +6.2% |
| 3Y | +78.5% | +54.5% | +24.0% | +58.8% |
| All | +78.5% | +55.4% | +23.1% | +58.8% |
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