-51.4%
CCL vs CLBK
+60.9%
-112.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | 0.0% |
| 7D | -1.2% | +0.9% | -2.1% | -1.8% |
| 30D | +13.1% | +3.4% | +9.7% | +10.3% |
| 3M | +3.4% | -4.3% | +7.6% | +6.6% |
| 6M | +18.7% | +28.4% | -9.6% | -3.7% |
| YTD | -2.3% | +59.4% | -61.7% | -33.3% |
| 1Y | +14.2% | +64.8% | -50.6% | -24.5% |
| 3Y | +133.6% | +50.6% | +83.0% | +57.1% |
| 5Y | +33.5% | +28.3% | +5.2% | -9.3% |
| All | -51.4% | +60.9% | -112.2% | -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