+23.5%
TXT vs CLBK
+67.9%
-44.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.8% | +1.2% | -6.0% | -5.4% |
| 30D | -10.6% | +9.1% | -19.7% | -14.5% |
| 3M | -13.2% | +27.7% | -40.9% | -23.5% |
| 6M | -20.3% | +40.8% | -61.2% | -33.2% |
| YTD | -9.3% | +66.4% | -75.6% | -30.4% |
| 1Y | -2.7% | +72.4% | -75.1% | -27.2% |
| 3Y | +1.4% | +50.7% | -49.3% | -22.0% |
| 5Y | +9.6% | +42.9% | -33.4% | -24.8% |
| All | +23.5% | +67.9% | -44.4% | -25.2% |
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