-8.4%
T vs CLBK
+66.6%
-75.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -2.4% | -1.4% | -1.1% | -2.4% |
| 30D | +4.3% | +4.5% | -0.2% | +4.1% |
| 3M | +11.6% | +22.8% | -11.2% | +10.2% |
| 6M | -5.6% | +43.4% | -49.0% | -7.3% |
| YTD | +6.6% | +64.1% | -57.6% | +3.7% |
| 1Y | -8.4% | +67.6% | -75.9% | -12.3% |
| All | -8.4% | +66.6% | -75.0% | -12.3% |
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