+231.9%
AMZN vs CLBK
+65.6%
+166.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.7% | -1.4% | -1.3% | -2.4% |
| 30D | -7.5% | +4.5% | -12.0% | -8.5% |
| 3M | +5.8% | +22.8% | -17.0% | +0.7% |
| 6M | +17.5% | +43.4% | -25.9% | +7.8% |
| YTD | +9.1% | +64.1% | -55.0% | -3.3% |
| 1Y | +9.4% | +67.6% | -58.2% | -3.9% |
| 3Y | +82.2% | +53.3% | +29.0% | +60.2% |
| 5Y | +45.2% | +44.8% | +0.4% | +26.2% |
| All | +231.9% | +65.6% | +166.3% | +188.3% |
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