+133.3%
C vs CLBK
+62.9%
+70.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.2% |
| 7D | -0.9% | +1.8% | -2.7% | -1.9% |
| 30D | -5.4% | +5.1% | -10.5% | -8.2% |
| 3M | -9.2% | +5.2% | -14.3% | -12.2% |
| 6M | -1.8% | +28.6% | -30.4% | -16.3% |
| YTD | +6.7% | +61.4% | -54.7% | -21.1% |
| 1Y | +23.5% | +64.7% | -41.2% | -10.0% |
| 3Y | +219.8% | +55.1% | +164.7% | +130.1% |
| 5Y | +112.4% | +28.4% | +84.0% | +56.2% |
| All | +133.3% | +62.9% | +70.4% | +43.2% |
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