+5.6%
XYZ vs CLBK
+70.4%
-64.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +2.9% | +1.1% | +1.7% | +2.5% |
| 30D | +1.4% | +7.8% | -6.4% | -0.7% |
| 3M | +14.6% | +23.9% | -9.3% | +7.2% |
| 6M | +20.8% | +42.3% | -21.6% | +8.0% |
| YTD | +23.1% | +65.4% | -42.3% | +5.5% |
| 1Y | +5.6% | +70.3% | -64.7% | -11.9% |
| All | +5.6% | +70.4% | -64.8% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling