+90.0%
BURL vs CLBK
+63.3%
+26.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.4% |
| 7D | +5.9% | +2.9% | +3.0% | +4.6% |
| 30D | -8.3% | +5.4% | -13.7% | -10.4% |
| 3M | -31.6% | +5.8% | -37.4% | -33.6% |
| 6M | -16.6% | +28.9% | -45.5% | -26.2% |
| YTD | -12.1% | +61.8% | -73.9% | -30.3% |
| 1Y | -10.0% | +63.1% | -73.1% | -29.2% |
| 3Y | +94.3% | +55.3% | +38.9% | +49.3% |
| 5Y | -13.2% | +28.0% | -41.2% | -31.9% |
| All | +90.0% | +63.3% | +26.7% | +22.4% |
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