+33.6%
TER vs CLBK
+64.1%
-30.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -8.9% | +2.9% | -11.8% | -9.6% |
| 30D | -39.1% | +5.4% | -44.4% | -40.0% |
| 3M | -32.8% | +5.8% | -38.5% | -33.6% |
| 6M | -31.7% | +28.9% | -60.6% | -36.4% |
| YTD | +26.9% | +61.8% | -34.9% | +10.9% |
| 1Y | +33.6% | +63.1% | -29.5% | +17.4% |
| All | +33.6% | +64.1% | -30.5% | +17.4% |
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