-25.6%
TGT vs CLBK
+41.8%
-67.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | -5.0% | -1.4% | -3.7% | -4.7% |
| 30D | +3.0% | +4.5% | -1.5% | +1.9% |
| 3M | +22.6% | +22.8% | -0.2% | +16.1% |
| 6M | +31.2% | +43.4% | -12.2% | +19.1% |
| YTD | +63.7% | +64.1% | -0.4% | +43.4% |
| 1Y | +78.5% | +67.6% | +10.9% | +55.2% |
| 3Y | +40.5% | +53.3% | -12.7% | +23.0% |
| 5Y | -25.6% | +44.8% | -70.4% | -36.8% |
| All | -25.6% | +41.8% | -67.4% | -36.8% |
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