+51.8%
TMUS vs CLBK
+27.8%
+24.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +4.9% | +0.9% | +4.0% | +4.8% |
| 30D | +7.7% | +3.4% | +4.3% | +7.4% |
| 3M | -6.8% | -4.3% | -2.5% | -6.5% |
| 6M | -9.7% | +28.4% | -38.0% | -11.4% |
| YTD | -15.0% | +59.4% | -74.4% | -18.0% |
| 1Y | -19.1% | +64.8% | -83.9% | -22.3% |
| 3Y | +21.4% | +50.6% | -29.2% | +16.5% |
| All | +51.8% | +27.8% | +24.0% | +40.6% |
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