+199.8%
TER vs CLBK
+73.3%
+126.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | +0.6% | +1.2% | -0.6% | +0.3% |
| 30D | -8.3% | +9.1% | -17.4% | -10.1% |
| 3M | -12.2% | +27.7% | -39.9% | -16.8% |
| 6M | +17.0% | +40.8% | -23.8% | +8.0% |
| YTD | +84.6% | +66.4% | +18.2% | +65.8% |
| 1Y | +199.8% | +72.4% | +127.4% | +169.3% |
| All | +199.8% | +73.3% | +126.5% | +169.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling