+9.5%
TPR vs CLBK
+67.6%
-58.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.9% |
| 7D | -7.3% | -1.5% | -5.8% | -6.9% |
| 30D | -30.7% | +6.7% | -37.4% | -32.3% |
| 3M | -21.6% | +21.2% | -42.8% | -27.1% |
| 6M | -21.3% | +42.0% | -63.3% | -31.2% |
| YTD | -10.2% | +63.3% | -73.4% | -25.0% |
| 1Y | +9.5% | +65.4% | -55.9% | -9.4% |
| All | +9.5% | +67.6% | -58.1% | -9.4% |
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