+90.0%
AR vs CLBK
+63.3%
+26.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.3% |
| 7D | -5.8% | +2.9% | -8.7% | -6.9% |
| 30D | +4.8% | +5.4% | -0.6% | +2.5% |
| 3M | +1.5% | +5.8% | -4.2% | -1.2% |
| 6M | +4.7% | +28.9% | -24.2% | -6.9% |
| YTD | +9.2% | +61.8% | -52.6% | -13.4% |
| 1Y | +11.2% | +63.1% | -51.9% | -12.4% |
| 3Y | +46.2% | +55.3% | -9.1% | +12.1% |
| 5Y | +98.1% | +28.0% | +70.1% | +55.1% |
| All | +90.0% | +63.3% | +26.6% | +19.9% |
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 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