+690.8%
UUUU vs CLBK
+64.7%
+626.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | +1.8% | -1.5% | +3.3% | +2.4% |
| 30D | +1.8% | +6.7% | -4.9% | -0.7% |
| 3M | +1.3% | +21.2% | -19.9% | -6.1% |
| 6M | -26.8% | +42.0% | -68.7% | -36.0% |
| YTD | +0.1% | +63.3% | -63.2% | -18.0% |
| 1Y | +11.2% | +65.4% | -54.1% | -9.9% |
| 3Y | +97.7% | +52.5% | +45.2% | +57.6% |
| 5Y | +127.3% | +42.0% | +85.4% | +70.1% |
| All | +690.8% | +64.7% | +626.0% | +414.9% |
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 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