+376.1%
CAH vs CLBK
+65.5%
+310.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.1% | -1.5% | -3.6% | -4.8% |
| 30D | +0.2% | -1.0% | +1.2% | +0.4% |
| 3M | +6.3% | +22.9% | -16.6% | +1.0% |
| 6M | +9.4% | +44.2% | -34.8% | 0.0% |
| YTD | +15.0% | +64.0% | -49.0% | +1.3% |
| 1Y | +55.4% | +65.7% | -10.2% | +36.1% |
| 3Y | +173.8% | +54.1% | +119.8% | +135.9% |
| 5Y | +395.2% | +44.7% | +350.5% | +301.9% |
| All | +376.1% | +65.5% | +310.6% | +249.2% |
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