+88.0%
UUUU vs CLBK
+43.6%
+44.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.5% | -6.8% | -6.4% |
| 7D | -5.0% | -1.4% | -3.6% | -4.8% |
| 30D | -7.8% | +4.5% | -12.3% | -8.6% |
| 3M | -0.4% | +22.8% | -23.2% | -4.2% |
| 6M | -32.9% | +43.4% | -76.3% | -37.2% |
| YTD | -6.3% | +64.1% | -70.4% | -14.9% |
| 1Y | +7.9% | +67.6% | -59.6% | -2.9% |
| 3Y | +85.2% | +53.3% | +31.9% | +66.3% |
| All | +88.0% | +43.6% | +44.4% | +52.6% |
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