-0.7%
TXT vs CLBK
+67.6%
-68.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | +0.8% | -1.5% | +2.3% | +1.2% |
| 30D | -10.4% | +6.7% | -17.1% | -12.3% |
| 3M | -14.3% | +21.2% | -35.5% | -19.7% |
| 6M | -15.1% | +42.0% | -57.1% | -24.3% |
| YTD | -8.3% | +63.3% | -71.6% | -21.7% |
| 1Y | -0.7% | +65.4% | -66.1% | -15.4% |
| All | -0.7% | +67.6% | -68.3% | -15.4% |
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