+187.2%
TRI vs CLBK
+64.7%
+122.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | -8.4% | -1.5% | -6.9% | -8.2% |
| 30D | -6.5% | +6.7% | -13.1% | -7.4% |
| 3M | +18.6% | +21.2% | -2.6% | +15.0% |
| 6M | -10.4% | +42.0% | -52.4% | -15.4% |
| YTD | -23.7% | +63.3% | -87.0% | -29.6% |
| 1Y | -42.5% | +65.4% | -107.8% | -47.1% |
| 3Y | -19.3% | +52.5% | -71.7% | -26.1% |
| 5Y | -9.7% | +42.0% | -51.6% | -19.2% |
| All | +187.2% | +64.7% | +122.4% | +139.9% |
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