+91.7%
BURL vs CLBK
+63.6%
+28.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | +2.2% | -3.0% | -1.7% |
| 30D | -4.4% | +5.0% | -9.4% | -6.5% |
| 3M | -28.6% | +3.3% | -31.8% | -29.8% |
| 6M | -12.3% | +29.6% | -41.9% | -22.6% |
| YTD | -11.3% | +62.1% | -73.4% | -29.7% |
| 1Y | -10.4% | +64.3% | -74.8% | -29.8% |
| 3Y | +96.1% | +55.6% | +40.5% | +50.5% |
| 5Y | -5.0% | +29.3% | -34.3% | -26.0% |
| All | +91.7% | +63.6% | +28.1% | +23.4% |
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