+129.6%
A vs CLBK
+65.5%
+64.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | -2.6% | -1.5% | -1.2% | -2.2% |
| 30D | -0.9% | -1.0% | +0.1% | -0.6% |
| 3M | +13.6% | +22.9% | -9.3% | +6.7% |
| 6M | +27.8% | +44.2% | -16.4% | +14.5% |
| YTD | +8.6% | +64.0% | -55.3% | -6.6% |
| 1Y | +16.9% | +65.7% | -48.8% | -0.1% |
| 3Y | +32.9% | +54.1% | -21.1% | +13.2% |
| 5Y | -14.1% | +44.7% | -58.8% | -29.2% |
| All | +129.6% | +65.5% | +64.2% | +97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling