+66.1%
T vs CLBK
+43.5%
+22.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -1.5% | +1.1% | -2.7% | -1.6% |
| 30D | +7.6% | +7.8% | -0.2% | +6.8% |
| 3M | +15.3% | +23.9% | -8.6% | +12.8% |
| 6M | -8.5% | +42.3% | -50.8% | -11.8% |
| YTD | +6.8% | +65.4% | -58.6% | +1.2% |
| 1Y | -7.2% | +70.3% | -77.6% | -12.4% |
| 3Y | +108.2% | +54.5% | +53.8% | +96.3% |
| 5Y | +66.1% | +43.1% | +22.9% | +47.9% |
| All | +66.1% | +43.5% | +22.5% | +47.9% |
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