-68.9%
XYZ vs CLBK
+42.8%
-111.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.0% | +1.2% | -2.2% | -1.5% |
| 30D | -1.7% | +9.1% | -10.8% | -5.6% |
| 3M | +16.7% | +27.7% | -10.9% | +4.2% |
| 6M | +26.9% | +40.8% | -14.0% | +8.3% |
| YTD | +27.1% | +66.4% | -39.2% | +0.1% |
| 1Y | +9.3% | +72.4% | -63.1% | -15.8% |
| 3Y | +42.3% | +50.7% | -8.4% | +15.0% |
| All | -68.9% | +42.8% | -111.6% | -75.6% |
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 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