-22.5%
TMF vs CLBK
+70.4%
-92.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +1.0% | +1.1% | -0.1% | +0.9% |
| 30D | -1.8% | +7.8% | -9.6% | -2.2% |
| 3M | -8.2% | +23.9% | -32.1% | -9.1% |
| 6M | -19.5% | +42.3% | -61.8% | -20.5% |
| YTD | -16.0% | +65.4% | -81.4% | -16.2% |
| 1Y | -22.5% | +70.3% | -92.8% | -23.4% |
| All | -22.5% | +70.4% | -92.9% | -23.4% |
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