+73.3%
T vs CLBK
+65.6%
+7.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -2.4% | -1.4% | -1.1% | -2.2% |
| 30D | +4.3% | +4.5% | -0.2% | +3.2% |
| 3M | +11.6% | +22.8% | -11.2% | +6.6% |
| 6M | -5.6% | +43.4% | -49.0% | -12.9% |
| YTD | +6.6% | +64.1% | -57.6% | -4.8% |
| 1Y | -8.4% | +67.6% | -75.9% | -18.8% |
| 3Y | +107.8% | +53.3% | +54.6% | +82.9% |
| 5Y | +68.3% | +44.8% | +23.5% | +41.9% |
| All | +73.3% | +65.6% | +7.6% | +29.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling