+5.2%
TLN vs CLBK
+62.6%
-57.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.0% |
| 7D | +22.3% | +2.5% | +19.8% | +22.4% |
| 30D | +1.2% | +3.7% | -2.5% | +1.5% |
| 3M | +5.9% | -3.3% | +9.2% | +6.4% |
| 6M | +3.2% | +29.6% | -26.4% | +1.4% |
| YTD | +3.2% | +60.3% | -57.1% | +0.8% |
| 1Y | +5.2% | +63.4% | -58.2% | +4.1% |
| All | +5.2% | +62.6% | -57.4% | +4.1% |
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