+881.0%
CCJ vs CLBK
+65.6%
+815.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -3.2% | -1.4% | -1.8% | -2.9% |
| 30D | -1.3% | +4.5% | -5.9% | -2.4% |
| 3M | +2.5% | +22.8% | -20.3% | -2.8% |
| 6M | -18.9% | +43.4% | -62.3% | -26.0% |
| YTD | +6.5% | +64.1% | -57.6% | -6.5% |
| 1Y | +22.8% | +67.6% | -44.7% | +6.9% |
| 3Y | +164.5% | +53.3% | +111.2% | +127.0% |
| 5Y | +303.7% | +44.8% | +258.9% | +231.5% |
| All | +881.0% | +65.6% | +815.4% | +699.6% |
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