+77.2%
TGT vs CLBK
+68.0%
+9.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -5.2% | -1.5% | -3.8% | -4.9% |
| 30D | +1.2% | -1.0% | +2.2% | +1.5% |
| 3M | +18.4% | +22.9% | -4.5% | +11.9% |
| 6M | +33.4% | +44.2% | -10.8% | +19.4% |
| YTD | +63.8% | +64.0% | -0.2% | +41.1% |
| 1Y | +77.2% | +65.7% | +11.5% | +49.3% |
| All | +77.2% | +68.0% | +9.2% | +49.3% |
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