+277.2%
TER vs CLBK
+55.4%
+221.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.4% |
| 7D | +11.0% | +1.1% | +9.8% | +10.4% |
| 30D | -1.9% | +7.8% | -9.6% | -4.7% |
| 3M | -0.7% | +23.9% | -24.5% | -9.0% |
| 6M | +36.4% | +42.3% | -5.9% | +18.2% |
| YTD | +92.4% | +65.4% | +27.1% | +56.3% |
| 1Y | +213.5% | +70.3% | +143.2% | +150.0% |
| 3Y | +277.2% | +54.5% | +222.8% | +207.6% |
| All | +277.2% | +55.4% | +221.8% | +207.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling