+127.9%
TT vs CLBK
+24.6%
+103.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -14.0% | +2.9% | -16.9% | -14.5% |
| 3M | -15.9% | +3.0% | -18.8% | -16.4% |
| 6M | -17.3% | +27.3% | -44.6% | -21.3% |
| YTD | +4.0% | +58.0% | -54.0% | -5.2% |
| 1Y | -7.1% | +62.4% | -69.5% | -15.8% |
| 3Y | +90.2% | +46.9% | +43.3% | +72.0% |
| All | +127.9% | +24.6% | +103.3% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling