+229.3%
ALL vs CLBK
+60.9%
+168.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +5.0% | +0.9% | +4.1% | +4.7% |
| 30D | +13.3% | +3.4% | +9.9% | +12.1% |
| 3M | +3.2% | -4.3% | +7.5% | +4.5% |
| 6M | +25.3% | +28.4% | -3.0% | +14.8% |
| YTD | +30.5% | +59.4% | -29.0% | +10.5% |
| 1Y | +29.2% | +64.8% | -35.6% | +8.0% |
| 3Y | +119.1% | +50.6% | +68.5% | +80.8% |
| 5Y | +162.6% | +28.3% | +134.3% | +121.0% |
| All | +229.3% | +60.9% | +168.5% | +142.6% |
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