+559.7%
TLN vs CLBK
+53.8%
+505.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +1.1% | +2.4% | -1.3% | +0.8% |
| 30D | -4.6% | +4.9% | -9.5% | -5.2% |
| 3M | +5.2% | +5.3% | 0.0% | +4.4% |
| 6M | -6.5% | +28.3% | -34.9% | -10.4% |
| YTD | -3.6% | +61.1% | -64.8% | -11.1% |
| 1Y | -8.2% | +62.4% | -70.6% | -15.6% |
| 3Y | +559.7% | +54.7% | +505.0% | +508.0% |
| All | +559.7% | +53.8% | +505.9% | +508.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling