+28.1%
BEN vs CLBK
+27.9%
+0.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.7% |
| 7D | +11.3% | +2.5% | +8.9% | +10.3% |
| 30D | +15.0% | +3.7% | +11.3% | +13.4% |
| 3M | +7.8% | -3.3% | +11.1% | +9.2% |
| 6M | +15.5% | +29.6% | -14.2% | +3.1% |
| YTD | +55.4% | +60.3% | -4.9% | +27.0% |
| 1Y | +63.3% | +63.4% | -0.2% | +32.2% |
| 3Y | +83.4% | +53.8% | +29.6% | +49.1% |
| 5Y | +28.1% | +29.0% | -0.9% | +4.1% |
| All | +28.1% | +27.9% | +0.2% | +4.1% |
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