-27.9%
BB vs CLBK
+65.5%
-93.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -0.4% | -1.5% | +1.1% | +0.1% |
| 30D | -12.5% | -1.0% | -11.5% | -12.2% |
| 3M | -17.4% | +22.9% | -40.4% | -23.9% |
| 6M | +119.1% | +44.2% | +74.9% | +89.8% |
| YTD | +102.4% | +64.0% | +38.4% | +66.3% |
| 1Y | +98.2% | +65.7% | +32.5% | +61.8% |
| 3Y | +46.9% | +54.1% | -7.1% | +20.6% |
| 5Y | -26.4% | +44.7% | -71.1% | -42.4% |
| All | -27.9% | +65.5% | -93.4% | -41.6% |
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