+598.5%
CEG vs CLBK
+21.9%
+576.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +2.9% |
| 7D | +17.8% | +2.5% | +15.4% | +17.7% |
| 30D | -4.5% | +3.7% | -8.2% | -4.7% |
| 3M | +1.5% | -3.3% | +4.8% | +1.7% |
| 6M | -3.5% | +29.6% | -33.2% | -5.4% |
| YTD | -19.7% | +60.3% | -80.0% | -22.7% |
| 1Y | -19.8% | +63.4% | -83.2% | -22.9% |
| 3Y | +136.4% | +53.8% | +82.6% | +124.8% |
| All | +598.5% | +21.9% | +576.6% | +597.0% |
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