+137.0%
TEL vs CLBK
+66.9%
+70.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -1.4% | +1.1% | -2.6% | -1.9% |
| 30D | -4.9% | +7.8% | -12.6% | -7.8% |
| 3M | +0.1% | +23.9% | -23.8% | -8.5% |
| 6M | +0.4% | +42.3% | -42.0% | -13.4% |
| YTD | -8.9% | +65.4% | -74.3% | -26.5% |
| 1Y | -0.3% | +70.3% | -70.6% | -21.0% |
| 3Y | +67.6% | +54.5% | +13.2% | +33.5% |
| 5Y | +50.7% | +43.1% | +7.6% | +13.8% |
| All | +137.0% | +66.9% | +70.1% | +57.7% |
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