+160.2%
ACWI vs CLBK
+66.9%
+93.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +1.1% | +1.1% | -0.1% | +0.8% |
| 30D | -0.2% | +7.8% | -8.0% | -2.3% |
| 3M | +4.7% | +23.9% | -19.2% | -1.6% |
| 6M | +14.5% | +42.3% | -27.8% | +3.4% |
| YTD | +14.6% | +65.4% | -50.8% | -1.0% |
| 1Y | +21.4% | +70.3% | -48.9% | +3.6% |
| 3Y | +77.6% | +54.5% | +23.1% | +51.5% |
| 5Y | +68.1% | +43.1% | +25.0% | +38.8% |
| All | +160.2% | +66.9% | +93.3% | +99.7% |
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