+59.1%
ACWI vs CLBK
+27.8%
+31.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | +2.4% | +0.9% | +1.6% | +2.3% |
| 30D | -1.7% | +3.4% | -5.1% | -2.3% |
| 3M | -3.9% | -4.3% | +0.3% | -3.3% |
| 6M | +0.8% | +28.4% | -27.6% | -3.8% |
| YTD | +11.0% | +59.4% | -48.4% | +1.8% |
| 1Y | +13.1% | +64.8% | -51.7% | +3.0% |
| 3Y | +73.9% | +50.6% | +23.3% | +58.2% |
| All | +59.1% | +27.8% | +31.4% | +43.9% |
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