+43.2%
TER vs CLBK
+65.7%
-22.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.7% | -7.1% |
| 7D | -19.9% | +4.6% | -24.5% | -21.1% |
| 30D | -43.5% | -1.5% | -42.0% | -43.2% |
| 3M | -37.8% | +4.4% | -42.2% | -38.4% |
| 6M | -25.6% | +31.7% | -57.2% | -31.8% |
| YTD | +29.8% | +58.7% | -28.9% | +11.7% |
| 1Y | +43.2% | +64.9% | -21.7% | +20.9% |
| All | +43.2% | +65.7% | -22.6% | +20.9% |
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