+2.9%
AA vs CLBK
+64.7%
-61.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.2% |
| 7D | -0.6% | -1.5% | +0.8% | +0.2% |
| 30D | -1.6% | +6.7% | -8.2% | -5.6% |
| 3M | -29.8% | +21.2% | -51.0% | -37.8% |
| 6M | -16.6% | +42.0% | -58.6% | -33.2% |
| YTD | -4.0% | +63.3% | -67.3% | -30.0% |
| 1Y | +63.5% | +65.4% | -1.9% | +16.8% |
| 3Y | +86.8% | +52.5% | +34.3% | +34.6% |
| 5Y | +12.4% | +42.0% | -29.6% | -26.0% |
| All | +2.9% | +64.7% | -61.9% | -35.4% |
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