+244.1%
VRTX vs CLBK
+67.9%
+176.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +0.8% | +1.2% | -0.4% | +0.6% |
| 30D | +12.6% | +9.1% | +3.5% | +10.7% |
| 3M | +23.6% | +27.7% | -4.1% | +17.9% |
| 6M | +14.3% | +40.8% | -26.6% | +6.8% |
| YTD | +20.5% | +66.4% | -45.9% | +8.9% |
| 1Y | +37.6% | +72.4% | -34.8% | +23.3% |
| 3Y | +55.5% | +50.7% | +4.9% | +40.7% |
| 5Y | +175.7% | +42.9% | +132.8% | +145.2% |
| All | +244.1% | +67.9% | +176.2% | +186.9% |
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