+35.8%
W vs CLBK
+67.9%
-32.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -4.2% | +1.2% | -5.4% | -4.9% |
| 30D | -7.6% | +9.1% | -16.7% | -12.8% |
| 3M | +37.2% | +27.7% | +9.5% | +16.9% |
| 6M | +26.3% | +40.8% | -14.5% | +1.2% |
| YTD | -1.0% | +66.4% | -67.4% | -29.6% |
| 1Y | +20.1% | +72.4% | -52.3% | -17.7% |
| 3Y | +37.8% | +50.7% | -12.9% | +3.1% |
| 5Y | -63.7% | +42.9% | -106.6% | -73.3% |
| All | +35.8% | +67.9% | -32.1% | -4.2% |
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