+24.7%
CCI vs CLBK
+60.9%
-36.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +2.5% | +0.9% | +1.6% | +2.3% |
| 30D | +14.4% | +3.4% | +11.0% | +13.5% |
| 3M | +21.7% | -4.3% | +26.0% | +22.7% |
| 6M | +4.0% | +28.4% | -24.3% | -2.2% |
| YTD | +6.2% | +59.4% | -53.2% | -5.2% |
| 1Y | +5.4% | +64.8% | -59.4% | -6.7% |
| 3Y | +11.7% | +50.6% | -38.9% | -1.7% |
| 5Y | -35.6% | +28.3% | -63.9% | -42.9% |
| All | +24.7% | +60.9% | -36.2% | -2.2% |
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