+133.9%
C vs CLBK
+62.6%
+71.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -0.4% | +2.4% | -2.8% | -1.7% |
| 30D | -5.2% | +4.9% | -10.1% | -7.9% |
| 3M | -9.1% | +5.3% | -14.4% | -12.1% |
| 6M | -1.6% | +28.3% | -29.9% | -16.0% |
| YTD | +6.9% | +61.1% | -54.2% | -20.8% |
| 1Y | +23.0% | +62.4% | -39.4% | -9.6% |
| 3Y | +216.1% | +54.7% | +161.5% | +127.9% |
| 5Y | +112.2% | +27.4% | +84.8% | +57.2% |
| All | +133.9% | +62.6% | +71.3% | +43.7% |
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