+47.5%
TDY vs CLBK
+52.2%
-4.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.1% | -1.5% | +0.3% | -0.8% |
| 30D | -12.0% | -1.0% | -11.0% | -11.9% |
| 3M | -3.2% | +22.9% | -26.1% | -8.1% |
| 6M | -7.9% | +44.2% | -52.1% | -15.8% |
| YTD | +18.2% | +64.0% | -45.7% | +4.4% |
| 1Y | +6.7% | +65.7% | -59.0% | -6.3% |
| 3Y | +47.5% | +54.1% | -6.5% | +28.4% |
| All | +47.5% | +52.2% | -4.7% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling