+41.9%
TCOM vs CLBK
+27.8%
+14.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | -1.8% | +0.9% | -2.7% | -1.9% |
| 30D | +12.1% | +3.4% | +8.7% | +11.7% |
| 3M | -3.2% | -4.3% | +1.1% | -2.8% |
| 6M | -16.6% | +28.4% | -45.0% | -19.1% |
| YTD | -39.4% | +59.4% | -98.8% | -42.8% |
| 1Y | -41.5% | +64.8% | -106.3% | -45.1% |
| 3Y | +24.4% | +50.6% | -26.2% | +15.5% |
| All | +41.9% | +27.8% | +14.1% | +25.5% |
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