+29.8%
XYZ vs CLBK
+62.6%
-32.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.6% | -3.4% |
| 7D | +12.6% | +2.9% | +9.7% | +11.7% |
| 30D | +10.8% | +5.4% | +5.4% | +9.3% |
| 3M | +8.4% | +5.8% | +2.6% | +6.9% |
| 6M | +14.3% | +28.9% | -14.6% | +6.6% |
| YTD | +31.5% | +61.8% | -30.4% | +17.0% |
| All | +29.8% | +62.6% | -32.7% | +13.6% |
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