+212.0%
ALL vs CLBK
+64.7%
+147.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -2.2% | -1.5% | -0.8% | -1.8% |
| 30D | -5.6% | +6.7% | -12.3% | -7.7% |
| 3M | +17.2% | +21.2% | -3.9% | +9.7% |
| 6M | +23.2% | +42.0% | -18.7% | +9.2% |
| YTD | +23.6% | +63.3% | -39.7% | +4.0% |
| 1Y | +29.2% | +65.4% | -36.2% | +7.7% |
| 3Y | +153.8% | +52.5% | +101.4% | +108.8% |
| 5Y | +116.1% | +42.0% | +74.1% | +72.4% |
| All | +212.0% | +64.7% | +147.3% | +128.3% |
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