-26.6%
VRSK vs CLBK
+52.2%
-78.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -5.2% | -1.5% | -3.7% | -5.1% |
| 30D | -2.3% | -1.0% | -1.3% | -2.3% |
| 3M | -2.9% | +22.9% | -25.8% | -4.0% |
| 6M | -12.8% | +44.2% | -57.0% | -14.3% |
| YTD | -20.8% | +64.0% | -84.8% | -22.7% |
| 1Y | -33.2% | +65.7% | -98.9% | -34.9% |
| 3Y | -26.6% | +54.1% | -80.6% | -27.9% |
| All | -26.6% | +52.2% | -78.8% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling