+95.6%
AR vs CLBK
+60.9%
+34.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +7.4% | +0.9% | +6.5% | +7.0% |
| 30D | +5.8% | +3.4% | +2.4% | +4.2% |
| 3M | +5.2% | -4.3% | +9.5% | +6.9% |
| 6M | +5.4% | +28.4% | -22.9% | -6.1% |
| YTD | +12.4% | +59.4% | -47.0% | -10.3% |
| 1Y | +12.8% | +64.8% | -52.0% | -11.6% |
| 3Y | +47.2% | +50.6% | -3.4% | +14.5% |
| 5Y | +101.1% | +28.3% | +72.9% | +56.2% |
| All | +95.6% | +60.9% | +34.7% | +24.1% |
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