-56.0%
BAX vs CLBK
+61.7%
-117.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -2.0% |
| 7D | +0.4% | +2.5% | -2.1% | -0.3% |
| 30D | +3.4% | +3.7% | -0.3% | +2.4% |
| 3M | -4.5% | -3.3% | -1.2% | -3.7% |
| 6M | +44.0% | +29.6% | +14.4% | +33.7% |
| YTD | +34.9% | +60.3% | -25.4% | +17.9% |
| 1Y | +37.9% | +63.4% | -25.5% | +19.9% |
| 3Y | -17.1% | +53.8% | -70.9% | -28.9% |
| 5Y | -64.3% | +29.0% | -93.2% | -68.2% |
| All | -56.0% | +61.7% | -117.7% | -64.0% |
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