+219.1%
TER vs CLBK
+43.5%
+175.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.4% |
| 7D | +11.0% | +1.1% | +9.8% | +10.5% |
| 30D | -1.9% | +7.8% | -9.6% | -4.2% |
| 3M | -0.7% | +23.9% | -24.5% | -7.7% |
| 6M | +36.4% | +42.3% | -5.9% | +21.0% |
| YTD | +92.4% | +65.4% | +27.1% | +61.9% |
| 1Y | +213.5% | +70.3% | +143.2% | +160.0% |
| 3Y | +277.2% | +54.5% | +222.8% | +217.5% |
| 5Y | +219.1% | +43.1% | +176.0% | +169.8% |
| All | +219.1% | +43.5% | +175.6% | +169.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling