+59.6%
W vs CLBK
+62.9%
-3.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +3.3% |
| 7D | +3.3% | +1.8% | +1.5% | +2.3% |
| 30D | +10.5% | +5.1% | +5.4% | +7.2% |
| 3M | +9.6% | +5.2% | +4.5% | +5.6% |
| 6M | +76.4% | +28.6% | +47.8% | +49.5% |
| YTD | +16.4% | +61.4% | -45.0% | -15.9% |
| 1Y | +9.3% | +64.7% | -55.3% | -22.4% |
| 3Y | +172.8% | +55.1% | +117.7% | +100.1% |
| 5Y | -53.4% | +28.4% | -81.7% | -63.5% |
| All | +59.6% | +62.9% | -3.3% | +14.5% |
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