+41.0%
TDY vs CLBK
+43.5%
-2.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.6% |
| 6M | -7.9% | +44.2% | -52.1% | -15.1% |
| YTD | +18.2% | +64.0% | -45.7% | +5.7% |
| 1Y | +6.7% | +65.7% | -59.0% | -5.0% |
| 3Y | +47.5% | +54.1% | -6.5% | +31.1% |
| All | +41.0% | +43.5% | -2.5% | +24.5% |
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