-51.2%
CCL vs CLBK
+61.7%
-112.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.2% | -3.5% |
| 7D | -0.3% | +2.5% | -2.8% | -2.1% |
| 30D | +10.3% | +3.7% | +6.6% | +7.4% |
| 3M | +6.6% | -3.3% | +9.8% | +9.0% |
| 6M | +20.0% | +29.6% | -9.6% | -3.4% |
| YTD | -1.9% | +60.3% | -62.2% | -33.3% |
| 1Y | +10.4% | +63.4% | -53.0% | -26.4% |
| 3Y | +134.8% | +53.8% | +81.0% | +55.0% |
| 5Y | +34.0% | +29.0% | +5.0% | -9.3% |
| All | -51.2% | +61.7% | -112.9% | -72.9% |
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