+153.8%
B vs CLBK
+43.5%
+110.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +2.3% | +1.1% | +1.2% | +2.3% |
| 30D | +1.4% | +7.8% | -6.4% | +1.1% |
| 3M | +12.2% | +23.9% | -11.7% | +11.3% |
| 6M | -2.1% | +42.3% | -44.4% | -3.3% |
| YTD | +2.9% | +65.4% | -62.5% | +1.3% |
| 1Y | +55.3% | +70.3% | -15.0% | +52.7% |
| 3Y | +198.7% | +54.5% | +144.2% | +194.4% |
| 5Y | +153.8% | +43.1% | +110.7% | +157.7% |
| All | +153.8% | +43.5% | +110.3% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling