-62.1%
W vs CLBK
+43.5%
-105.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | +6.5% | +1.1% | +5.4% | +5.7% |
| 30D | -6.2% | +7.8% | -14.0% | -10.8% |
| 3M | +48.9% | +23.9% | +25.0% | +29.4% |
| 6M | +31.2% | +42.3% | -11.1% | +4.5% |
| YTD | -0.4% | +65.4% | -65.8% | -28.9% |
| 1Y | +14.8% | +70.3% | -55.5% | -20.6% |
| 3Y | +40.5% | +54.5% | -14.0% | +3.5% |
| 5Y | -62.1% | +43.1% | -105.2% | -72.9% |
| All | -62.1% | +43.5% | -105.6% | -72.9% |
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 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