-53.6%
Z vs CLBK
+65.7%
-119.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.9% | +8.5% | +9.1% |
| 7D | +10.2% | +4.6% | +5.6% | +8.4% |
| 30D | +23.7% | -1.5% | +25.2% | +24.1% |
| 3M | -6.6% | +4.4% | -10.9% | -8.0% |
| 6M | -23.0% | +31.7% | -54.7% | -30.6% |
| YTD | -50.3% | +58.7% | -109.0% | -57.3% |
| 1Y | -53.6% | +64.9% | -118.4% | -62.0% |
| All | -53.6% | +65.7% | -119.3% | -62.0% |
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