-56.3%
Z vs CLBK
+24.6%
-80.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.8% |
| 7D | -4.6% | +0.6% | -5.2% | -4.7% |
| 30D | +8.3% | +2.9% | +5.5% | +7.4% |
| 3M | -11.6% | +3.0% | -14.6% | -12.5% |
| 6M | -33.6% | +27.3% | -60.9% | -39.3% |
| YTD | -56.7% | +58.0% | -114.7% | -63.5% |
| 1Y | -59.1% | +62.4% | -121.5% | -65.9% |
| 3Y | -20.4% | +46.9% | -67.3% | -32.9% |
| All | -56.3% | +24.6% | -80.9% | -62.5% |
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