+23.8%
TCOM vs CLBK
+41.8%
-18.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.1% |
| 7D | -10.2% | -1.5% | -8.7% | -10.0% |
| 30D | -16.8% | +6.7% | -23.5% | -17.5% |
| 3M | -16.7% | +21.2% | -37.8% | -18.6% |
| 6M | -27.1% | +42.0% | -69.0% | -30.2% |
| YTD | -45.5% | +63.3% | -108.8% | -48.9% |
| 1Y | -45.9% | +65.4% | -111.3% | -49.4% |
| 3Y | +9.8% | +52.5% | -42.7% | +1.4% |
| 5Y | +23.8% | +42.0% | -18.2% | +4.0% |
| All | +23.8% | +41.8% | -18.0% | +4.0% |
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