+68.0%
ACWI vs CLBK
+42.8%
+25.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.5% | +1.2% | -0.7% | +0.3% |
| 30D | +0.9% | +9.1% | -8.3% | -0.7% |
| 3M | +2.4% | +27.7% | -25.3% | -2.1% |
| 6M | +12.4% | +40.8% | -28.5% | +5.5% |
| YTD | +15.2% | +66.4% | -51.2% | +4.8% |
| 1Y | +22.7% | +72.4% | -49.7% | +10.7% |
| 3Y | +75.8% | +50.7% | +25.1% | +59.7% |
| All | +68.0% | +42.8% | +25.2% | +48.5% |
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