-68.0%
U vs CLBK
+43.5%
-111.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.9% |
| 7D | +4.5% | +1.1% | +3.3% | +3.8% |
| 30D | -0.6% | +7.8% | -8.4% | -4.5% |
| 3M | +48.4% | +23.9% | +24.6% | +32.1% |
| 6M | +115.4% | +42.3% | +73.1% | +77.3% |
| YTD | -3.2% | +65.4% | -68.6% | -26.9% |
| 1Y | -6.0% | +70.3% | -76.4% | -30.4% |
| 3Y | +13.5% | +54.5% | -41.0% | -12.1% |
| 5Y | -68.0% | +43.1% | -111.1% | -75.0% |
| All | -68.0% | +43.5% | -111.5% | -75.0% |
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