+184.9%
TMUS vs CLBK
+62.9%
+122.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +2.0% | +3.7% |
| 7D | +5.3% | +1.8% | +3.6% | +5.0% |
| 30D | +13.5% | +5.1% | +8.5% | +12.5% |
| 3M | -4.2% | +5.2% | -9.4% | -5.2% |
| 6M | -11.9% | +28.6% | -40.5% | -16.2% |
| YTD | -15.6% | +61.4% | -77.0% | -23.5% |
| 1Y | -16.8% | +64.7% | -81.5% | -25.1% |
| 3Y | +20.8% | +55.1% | -34.3% | +7.1% |
| 5Y | +48.0% | +28.4% | +19.7% | +32.6% |
| All | +184.9% | +62.9% | +122.0% | +117.8% |
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