+66.3%
BP vs CLBK
+61.7%
+4.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.6% |
| 7D | +2.5% | +2.5% | +0.1% | +1.7% |
| 30D | -5.6% | +3.7% | -9.3% | -6.8% |
| 3M | +8.0% | -3.3% | +11.3% | +9.0% |
| 6M | +5.7% | +29.6% | -24.0% | -4.0% |
| YTD | +36.8% | +60.3% | -23.4% | +14.3% |
| 1Y | +30.7% | +63.4% | -32.7% | +8.2% |
| 3Y | +51.6% | +53.8% | -2.2% | +21.9% |
| 5Y | +112.2% | +29.0% | +83.2% | +68.9% |
| All | +66.3% | +61.7% | +4.6% | +10.7% |
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