-4.5%
TT vs CLBK
+65.7%
-70.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | -8.5% | +4.6% | -13.1% | -8.9% |
| 30D | -12.8% | -1.5% | -11.3% | -12.5% |
| 3M | -12.9% | +4.4% | -17.3% | -13.4% |
| 6M | -15.2% | +31.7% | -46.9% | -19.9% |
| YTD | +6.2% | +58.7% | -52.5% | -3.7% |
| 1Y | -4.5% | +64.9% | -69.4% | -14.4% |
| All | -4.5% | +65.7% | -70.3% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling