+209.2%
TPR vs CLBK
+59.4%
+149.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.6% |
| 7D | +14.2% | +0.6% | +13.6% | +13.7% |
| 30D | +17.1% | +2.9% | +14.2% | +15.0% |
| 3M | -17.7% | +3.0% | -20.7% | -19.7% |
| 6M | -10.2% | +27.3% | -37.5% | -23.2% |
| YTD | +4.9% | +58.0% | -53.1% | -21.8% |
| 1Y | +36.1% | +62.4% | -26.3% | -0.4% |
| 3Y | +416.5% | +46.9% | +369.5% | +280.6% |
| 5Y | +254.8% | +25.3% | +229.5% | +159.1% |
| All | +209.2% | +59.4% | +149.7% | +75.4% |
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 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