-20.9%
WY vs CLBK
+43.5%
-64.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -4.2% | -1.5% | -2.7% | -3.8% |
| 30D | -10.1% | -1.0% | -9.1% | -9.9% |
| 3M | -8.5% | +22.9% | -31.4% | -13.5% |
| 6M | -3.3% | +44.2% | -47.5% | -12.5% |
| YTD | -4.4% | +64.0% | -68.4% | -16.6% |
| 1Y | -11.5% | +65.7% | -77.2% | -23.2% |
| 3Y | -24.3% | +54.1% | -78.4% | -34.2% |
| All | -20.9% | +43.5% | -64.4% | -35.5% |
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 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