-21.2%
TMUS vs CLBK
+65.7%
-87.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +3.0% |
| 7D | +7.5% | +4.6% | +2.9% | +7.2% |
| 30D | -3.3% | -1.5% | -1.8% | -3.6% |
| 3M | -9.7% | +4.4% | -14.0% | -9.8% |
| 6M | -17.2% | +31.7% | -48.9% | -16.5% |
| YTD | -20.3% | +58.7% | -79.1% | -18.4% |
| 1Y | -21.2% | +64.9% | -86.1% | -18.5% |
| All | -21.2% | +65.7% | -87.0% | -18.5% |
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