+1,156.8%
TSM vs CLBK
+60.9%
+1,095.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.5% |
| 7D | +6.2% | +0.9% | +5.3% | +6.0% |
| 30D | -7.3% | +3.4% | -10.7% | -8.1% |
| 3M | -7.1% | -4.3% | -2.9% | -6.1% |
| 6M | +0.2% | +28.4% | -28.1% | -6.7% |
| YTD | +32.2% | +59.4% | -27.2% | +15.4% |
| 1Y | +42.8% | +64.8% | -22.0% | +23.3% |
| 3Y | +330.4% | +50.6% | +279.8% | +269.4% |
| 5Y | +263.9% | +28.3% | +235.6% | +214.0% |
| All | +1,156.8% | +60.9% | +1,095.9% | +877.0% |
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