+1,761.3%
AVGO vs CLBK
+60.9%
+1,700.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -4.6% |
| 7D | +18.2% | +0.9% | +17.3% | +17.8% |
| 30D | +0.2% | +3.4% | -3.2% | -1.0% |
| 3M | -16.8% | -4.3% | -12.5% | -15.7% |
| 6M | -16.5% | +28.4% | -44.8% | -24.1% |
| YTD | +0.8% | +59.4% | -58.6% | -15.9% |
| 1Y | +2.8% | +64.8% | -62.0% | -15.5% |
| 3Y | +278.5% | +50.6% | +228.0% | +209.4% |
| 5Y | +573.1% | +28.3% | +544.8% | +453.8% |
| All | +1,761.3% | +60.9% | +1,700.5% | +1,209.1% |
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