+48.0%
BEN vs CLBK
+64.7%
-16.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.8% |
| 7D | +3.4% | -1.5% | +4.8% | +4.2% |
| 30D | +1.8% | +6.7% | -4.9% | -1.8% |
| 3M | +8.4% | +21.2% | -12.8% | -2.9% |
| 6M | +35.6% | +42.0% | -6.3% | +11.7% |
| YTD | +46.4% | +63.3% | -16.9% | +11.4% |
| 1Y | +46.3% | +65.4% | -19.1% | +9.8% |
| 3Y | +54.6% | +52.5% | +2.1% | +17.2% |
| 5Y | +39.4% | +42.0% | -2.6% | +1.0% |
| All | +48.0% | +64.7% | -16.8% | -4.4% |
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