-19.7%
BBWI vs CLBK
+65.6%
-85.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.8% |
| 7D | -8.0% | -1.4% | -6.6% | -7.3% |
| 30D | -6.6% | +4.5% | -11.2% | -9.0% |
| 3M | -2.7% | +22.8% | -25.5% | -13.6% |
| 6M | -12.8% | +43.4% | -56.2% | -29.1% |
| YTD | -10.5% | +64.1% | -74.6% | -32.8% |
| 1Y | -35.3% | +67.6% | -102.9% | -52.5% |
| 3Y | -47.7% | +53.3% | -101.0% | -60.8% |
| 5Y | -68.9% | +44.8% | -113.7% | -79.0% |
| All | -19.7% | +65.6% | -85.3% | -55.0% |
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