+199.9%
TDY vs CLBK
+65.6%
+134.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -1.9% | -1.4% | -0.5% | -1.4% |
| 30D | -12.5% | +4.5% | -17.0% | -14.0% |
| 3M | -0.8% | +22.8% | -23.6% | -8.6% |
| 6M | -9.0% | +43.4% | -52.4% | -21.0% |
| YTD | +16.8% | +64.1% | -47.3% | -4.1% |
| 1Y | +9.5% | +67.6% | -58.1% | -11.3% |
| 3Y | +45.4% | +53.3% | -7.9% | +17.3% |
| 5Y | +37.8% | +44.8% | -7.0% | +3.6% |
| All | +199.9% | +65.6% | +134.3% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling