+416.5%
TPR vs CLBK
+44.9%
+371.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | +14.2% | +0.6% | +13.6% | +13.9% |
| 30D | +17.1% | +2.9% | +14.2% | +15.7% |
| 3M | -17.7% | +3.0% | -20.7% | -19.0% |
| 6M | -10.2% | +27.3% | -37.5% | -19.4% |
| YTD | +4.9% | +58.0% | -53.1% | -14.2% |
| 1Y | +36.1% | +62.4% | -26.3% | +9.9% |
| 3Y | +416.5% | +46.9% | +369.5% | +318.4% |
| All | +416.5% | +44.9% | +371.6% | +318.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling