+320.1%
WMT vs CLBK
+66.9%
+253.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | -5.0% | +7.8% | -12.7% | -6.0% |
| 3M | -11.3% | +23.9% | -35.2% | -14.2% |
| 6M | -13.8% | +42.3% | -56.1% | -18.5% |
| YTD | -4.2% | +65.4% | -69.6% | -11.6% |
| 1Y | +4.6% | +70.3% | -65.8% | -4.1% |
| 3Y | +100.5% | +54.5% | +46.0% | +83.6% |
| 5Y | +129.7% | +43.1% | +86.6% | +106.0% |
| All | +320.1% | +66.9% | +253.3% | +248.1% |
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