+206.5%
TMUS vs CLBK
+67.9%
+138.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +0.1% | +1.2% | -1.1% | -0.1% |
| 30D | +5.3% | +9.1% | -3.9% | +3.4% |
| 3M | +3.1% | +27.7% | -24.6% | -1.8% |
| 6M | -16.5% | +40.8% | -57.3% | -22.0% |
| YTD | -9.2% | +66.4% | -75.5% | -18.2% |
| 1Y | -26.5% | +72.4% | -98.9% | -34.6% |
| 3Y | +39.0% | +50.7% | -11.7% | +24.5% |
| 5Y | +40.4% | +42.9% | -2.6% | +20.9% |
| All | +206.5% | +67.9% | +138.6% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling