-63.7%
XYZ vs CLBK
+27.8%
-91.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.4% | +3.1% |
| 7D | -1.1% | +0.9% | -1.9% | -1.4% |
| 30D | +11.5% | +3.4% | +8.1% | +9.9% |
| 3M | +1.8% | -4.3% | +6.1% | +3.8% |
| 6M | +21.2% | +28.4% | -7.1% | +7.9% |
| YTD | +29.9% | +59.4% | -29.5% | +4.3% |
| 1Y | +35.8% | +64.8% | -29.1% | +7.0% |
| 3Y | +62.6% | +50.6% | +12.0% | +32.1% |
| All | -63.7% | +27.8% | -91.5% | -69.5% |
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