+114.8%
ALL vs CLBK
+43.5%
+71.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -1.7% | +1.1% | -2.8% | -1.9% |
| 30D | -4.7% | +7.8% | -12.4% | -6.2% |
| 3M | +18.4% | +23.9% | -5.5% | +13.1% |
| 6M | +20.5% | +42.3% | -21.8% | +11.8% |
| YTD | +23.5% | +65.4% | -41.9% | +10.7% |
| 1Y | +29.0% | +70.3% | -41.3% | +14.6% |
| 3Y | +153.7% | +54.5% | +99.3% | +124.5% |
| 5Y | +114.8% | +43.1% | +71.7% | +87.9% |
| All | +114.8% | +43.5% | +71.3% | +87.9% |
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