+36.5%
USB vs CLBK
+65.7%
-29.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | +2.4% | +4.6% | -2.2% | +0.5% |
| 30D | +6.6% | -1.5% | +8.1% | +7.2% |
| 3M | -4.1% | +4.4% | -8.5% | -5.9% |
| 6M | +12.5% | +31.7% | -19.2% | -1.1% |
| YTD | +17.6% | +58.7% | -41.1% | -4.4% |
| 1Y | +36.5% | +64.9% | -28.4% | +7.9% |
| All | +36.5% | +65.7% | -29.2% | +7.9% |
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