+179.7%
CB vs CLBK
+66.9%
+112.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | -0.6% | +1.1% | -1.8% | -1.0% |
| 30D | -3.9% | +7.8% | -11.7% | -6.2% |
| 3M | +4.9% | +23.9% | -19.0% | -2.2% |
| 6M | +3.3% | +42.3% | -39.1% | -8.1% |
| YTD | +8.5% | +65.4% | -56.9% | -8.3% |
| 1Y | +22.1% | +70.3% | -48.3% | +1.6% |
| 3Y | +70.1% | +54.5% | +15.7% | +40.1% |
| 5Y | +97.4% | +43.1% | +54.3% | +53.8% |
| All | +179.7% | +66.9% | +112.8% | +95.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling