+47.4%
TER vs CLBK
+63.8%
-16.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.8% | -5.2% |
| 7D | +14.4% | +0.9% | +13.5% | +14.1% |
| 30D | -30.6% | +3.4% | -34.0% | -31.2% |
| 3M | -39.2% | -4.3% | -34.9% | -38.2% |
| 6M | -31.3% | +28.4% | -59.6% | -35.4% |
| YTD | +29.1% | +59.4% | -30.3% | +15.7% |
| 1Y | +47.4% | +64.8% | -17.4% | +33.2% |
| All | +47.4% | +63.8% | -16.4% | +33.2% |
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 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