+612.3%
CCJ vs CLBK
+60.9%
+551.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | -0.8% | +0.9% | -1.7% | -1.0% |
| 30D | -13.2% | +3.4% | -16.6% | -13.9% |
| 3M | -27.6% | -4.3% | -23.4% | -27.0% |
| 6M | -38.7% | +28.4% | -67.1% | -42.6% |
| YTD | -22.7% | +59.4% | -82.1% | -31.7% |
| 1Y | -17.6% | +64.8% | -82.4% | -27.9% |
| 3Y | +62.7% | +50.6% | +12.1% | +40.0% |
| 5Y | +159.7% | +28.3% | +131.4% | +124.7% |
| All | +612.3% | +60.9% | +551.4% | +483.8% |
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