-53.8%
TEAM vs CLBK
+43.5%
-97.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.3% | -6.8% |
| 7D | -5.7% | +1.1% | -6.8% | -6.0% |
| 30D | +18.3% | +7.8% | +10.6% | +15.8% |
| 3M | +80.2% | +23.9% | +56.4% | +69.2% |
| 6M | +111.0% | +42.3% | +68.7% | +89.6% |
| YTD | +8.8% | +65.4% | -56.6% | -7.1% |
| 1Y | +2.2% | +70.3% | -68.2% | -13.7% |
| 3Y | -14.6% | +54.5% | -69.1% | -27.1% |
| 5Y | -53.8% | +43.1% | -96.9% | -59.3% |
| All | -53.8% | +43.5% | -97.3% | -59.3% |
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