+57.0%
T vs CLBK
+27.9%
+29.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.2% |
| 7D | +1.6% | +2.5% | -0.8% | +1.4% |
| 30D | -2.9% | +3.7% | -6.6% | -3.3% |
| 3M | -7.5% | -3.3% | -4.2% | -7.2% |
| 6M | -9.9% | +29.6% | -39.6% | -12.2% |
| YTD | -6.4% | +60.3% | -66.7% | -10.8% |
| 1Y | -9.4% | +63.4% | -72.8% | -13.8% |
| 3Y | +64.9% | +53.8% | +11.0% | +55.9% |
| 5Y | +57.0% | +29.0% | +28.0% | +45.2% |
| All | +57.0% | +27.9% | +29.1% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling