+230.7%
BN vs CLBK
+61.7%
+169.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | -0.3% | +2.5% | -2.7% | -1.4% |
| 30D | +13.6% | +3.7% | +9.9% | +11.6% |
| 3M | -6.7% | -3.3% | -3.4% | -5.3% |
| 6M | -9.0% | +29.6% | -38.6% | -20.5% |
| YTD | -8.8% | +60.3% | -69.1% | -28.5% |
| 1Y | -10.6% | +63.4% | -74.0% | -30.7% |
| 3Y | +98.8% | +53.8% | +44.9% | +54.0% |
| 5Y | +33.6% | +29.0% | +4.6% | +5.8% |
| All | +230.7% | +61.7% | +169.0% | +123.6% |
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