+234.1%
TER vs CLBK
+67.6%
+166.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.5% |
| 7D | +12.4% | -1.5% | +13.8% | +12.8% |
| 30D | +5.1% | +6.7% | -1.5% | +3.6% |
| 3M | +4.0% | +21.2% | -17.2% | -0.2% |
| 6M | +29.5% | +42.0% | -12.4% | +19.2% |
| YTD | +98.5% | +63.3% | +35.2% | +77.8% |
| 1Y | +234.1% | +65.4% | +168.7% | +200.4% |
| All | +234.1% | +67.6% | +166.5% | +200.4% |
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