-5.7%
TNA vs CLBK
+65.6%
-71.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.8% |
| 7D | -7.6% | -1.4% | -6.2% | -5.8% |
| 30D | -13.6% | +4.5% | -18.2% | -19.3% |
| 3M | +2.8% | +22.8% | -20.0% | -25.0% |
| 6M | +34.5% | +43.4% | -8.9% | -21.1% |
| YTD | +41.0% | +64.1% | -23.1% | -33.1% |
| 1Y | +52.0% | +67.6% | -15.5% | -30.8% |
| 3Y | +103.5% | +53.3% | +50.2% | +10.9% |
| 5Y | -22.5% | +44.8% | -67.4% | -65.0% |
| All | -5.7% | +65.6% | -71.3% | -50.5% |
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 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