+819.6%
TER vs CLBK
+67.9%
+751.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | +1.2% | -0.6% | +0.1% |
| 30D | -8.3% | +9.1% | -17.4% | -11.7% |
| 3M | -12.2% | +27.7% | -39.9% | -21.6% |
| 6M | +17.1% | +40.8% | -23.8% | +0.1% |
| YTD | +84.7% | +66.4% | +18.3% | +45.8% |
| 1Y | +199.9% | +72.4% | +127.5% | +131.4% |
| 3Y | +232.8% | +50.7% | +182.1% | +165.3% |
| 5Y | +198.6% | +42.9% | +155.6% | +126.0% |
| All | +819.6% | +67.9% | +751.7% | +439.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling