+97.5%
AR vs CLBK
+64.7%
+32.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | -1.2% | -1.5% | +0.3% | -0.6% |
| 30D | +5.5% | +6.7% | -1.1% | +2.6% |
| 3M | +12.9% | +21.2% | -8.3% | +3.5% |
| 6M | +0.1% | +42.0% | -41.9% | -14.8% |
| YTD | +13.5% | +63.3% | -49.7% | -10.1% |
| 1Y | +21.6% | +65.4% | -43.8% | -4.9% |
| 3Y | +46.0% | +52.5% | -6.5% | +13.4% |
| 5Y | +143.7% | +42.0% | +101.8% | +76.8% |
| All | +97.5% | +64.7% | +32.7% | +24.4% |
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