+18.4%
U vs CLBK
+65.7%
-47.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.5% |
| 7D | +7.5% | +4.6% | +2.9% | +5.5% |
| 30D | -7.0% | -1.5% | -5.5% | -6.5% |
| 3M | +20.6% | +4.4% | +16.2% | +18.2% |
| 6M | +53.2% | +31.7% | +21.5% | +34.3% |
| YTD | -3.9% | +58.7% | -62.6% | -24.8% |
| 1Y | +18.4% | +64.9% | -46.5% | -13.8% |
| All | +18.4% | +65.7% | -47.4% | -13.8% |
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