+23.6%
TDY vs CLBK
+65.7%
-42.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -4.9% |
| 7D | -5.0% | +4.6% | -9.6% | -5.9% |
| 30D | +2.0% | -1.5% | +3.5% | +2.4% |
| 3M | -7.7% | +4.4% | -12.1% | -8.7% |
| 6M | -0.9% | +31.7% | -32.6% | -8.0% |
| YTD | +23.7% | +58.7% | -35.0% | +7.4% |
| 1Y | +23.6% | +64.9% | -41.2% | +4.9% |
| All | +23.6% | +65.7% | -42.1% | +4.9% |
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 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