+105.7%
V vs CLBK
+25.3%
+80.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | +13.6% | +2.9% | +10.7% | +13.0% |
| 3M | +14.3% | +3.0% | +11.3% | +13.6% |
| 6M | +33.1% | +27.3% | +5.8% | +27.3% |
| YTD | +21.2% | +58.0% | -36.8% | +11.5% |
| 1Y | +26.4% | +62.4% | -36.0% | +15.6% |
| 3Y | +77.6% | +46.9% | +30.6% | +62.7% |
| All | +105.7% | +25.3% | +80.4% | +85.4% |
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