+17.0%
VSAT vs CLBK
+67.9%
-50.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +11.8% | +1.2% | +10.6% | +11.0% |
| 30D | -7.0% | +9.1% | -16.2% | -12.0% |
| 3M | +3.3% | +27.7% | -24.4% | -11.6% |
| 6M | +57.4% | +40.8% | +16.6% | +27.2% |
| YTD | +118.6% | +66.4% | +52.2% | +57.6% |
| 1Y | +150.2% | +72.4% | +77.9% | +75.4% |
| 3Y | +160.7% | +50.7% | +110.0% | +96.6% |
| 5Y | +51.2% | +42.9% | +8.3% | +5.3% |
| All | +17.0% | +67.9% | -50.9% | -31.1% |
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