+88.5%
TEM vs CLBK
+77.8%
+10.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.3% | -3.7% |
| 7D | +7.8% | +2.5% | +5.3% | +6.3% |
| 30D | +11.2% | +3.7% | +7.6% | +8.7% |
| 3M | +39.0% | -3.3% | +42.2% | +41.9% |
| 6M | +61.6% | +29.6% | +32.0% | +32.4% |
| YTD | +28.5% | +60.3% | -31.7% | -12.3% |
| 1Y | +6.7% | +63.4% | -56.7% | -28.7% |
| All | +88.5% | +77.8% | +10.8% | -13.6% |
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