-27.8%
Z vs CLBK
+67.9%
-95.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.0% | +1.2% | -4.2% | -3.5% |
| 30D | -4.2% | +9.1% | -13.3% | -7.8% |
| 3M | -3.7% | +27.7% | -31.4% | -13.5% |
| 6M | -24.5% | +40.8% | -65.3% | -35.1% |
| YTD | -49.3% | +66.4% | -115.7% | -59.6% |
| 1Y | -58.7% | +72.4% | -131.1% | -67.7% |
| 3Y | -34.1% | +50.7% | -84.8% | -47.0% |
| 5Y | -64.5% | +42.9% | -107.5% | -72.6% |
| All | -27.8% | +67.9% | -95.7% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling