+533.9%
CAT vs CLBK
+66.9%
+467.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +5.6% | +1.1% | +4.4% | +5.1% |
| 30D | -2.3% | +7.8% | -10.1% | -5.5% |
| 3M | -10.0% | +23.9% | -33.9% | -18.4% |
| 6M | +21.2% | +42.3% | -21.1% | +3.4% |
| YTD | +44.4% | +65.4% | -20.9% | +15.1% |
| 1Y | +96.3% | +70.3% | +26.0% | +53.3% |
| 3Y | +203.9% | +54.5% | +149.5% | +140.6% |
| 5Y | +333.5% | +43.1% | +290.4% | +222.2% |
| All | +533.9% | +66.9% | +467.0% | +347.8% |
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