+190.1%
CBOE vs CLBK
+65.5%
+124.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -5.8% | -1.5% | -4.4% | -5.6% |
| 30D | -3.1% | -1.0% | -2.1% | -3.0% |
| 3M | -4.8% | +22.9% | -27.7% | -7.9% |
| 6M | -0.6% | +44.2% | -44.8% | -6.5% |
| YTD | +12.8% | +64.0% | -51.2% | +3.6% |
| 1Y | +19.8% | +65.7% | -45.9% | +9.4% |
| 3Y | +86.9% | +54.1% | +32.9% | +68.0% |
| 5Y | +136.5% | +44.7% | +91.8% | +102.9% |
| All | +190.1% | +65.5% | +124.6% | +122.5% |
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