-41.7%
TECH vs CLBK
+43.5%
-85.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +0.2% | +1.1% | -1.0% | -0.1% |
| 30D | +0.1% | +7.8% | -7.6% | -2.0% |
| 3M | +37.5% | +23.9% | +13.6% | +29.4% |
| 6M | +34.6% | +42.3% | -7.7% | +21.8% |
| YTD | +23.5% | +65.4% | -41.9% | +7.2% |
| 1Y | +34.4% | +70.3% | -35.9% | +15.5% |
| 3Y | +2.3% | +54.5% | -52.2% | -11.0% |
| 5Y | -41.7% | +43.1% | -84.8% | -48.2% |
| All | -41.7% | +43.5% | -85.2% | -48.2% |
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