+219.9%
V vs CLBK
+67.9%
+152.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.7% | +1.2% | -2.9% | -2.1% |
| 30D | +2.0% | +9.1% | -7.2% | -0.8% |
| 3M | +17.4% | +27.7% | -10.3% | +8.6% |
| 6M | +17.5% | +40.8% | -23.3% | +5.4% |
| YTD | +7.6% | +66.4% | -58.8% | -8.6% |
| 1Y | +7.7% | +72.4% | -64.7% | -9.9% |
| 3Y | +54.7% | +50.7% | +4.0% | +30.8% |
| 5Y | +73.0% | +42.9% | +30.1% | +39.5% |
| All | +219.9% | +67.9% | +152.0% | +136.8% |
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