+184.4%
TPR vs CLBK
+67.9%
+116.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | +1.2% | -3.5% | -3.0% |
| 30D | -23.0% | +9.1% | -32.1% | -27.2% |
| 3M | -12.5% | +27.7% | -40.2% | -25.0% |
| 6M | -21.4% | +40.8% | -62.3% | -36.5% |
| YTD | -3.5% | +66.4% | -69.9% | -30.0% |
| 1Y | +17.4% | +72.4% | -55.0% | -17.3% |
| 3Y | +291.3% | +50.7% | +240.6% | +185.3% |
| 5Y | +241.9% | +42.9% | +199.0% | +122.8% |
| All | +184.4% | +67.9% | +116.5% | +56.9% |
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