+286.5%
CF vs CLBK
+62.6%
+223.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +4.8% | +2.4% | +2.3% | +3.9% |
| 30D | +9.7% | +4.9% | +4.8% | +8.0% |
| 3M | +1.2% | +5.3% | -4.0% | -0.6% |
| 6M | +7.4% | +28.3% | -21.0% | -1.6% |
| YTD | +60.5% | +61.1% | -0.6% | +34.5% |
| 1Y | +50.7% | +62.4% | -11.6% | +25.8% |
| 3Y | +64.8% | +54.7% | +10.1% | +31.9% |
| 5Y | +115.8% | +27.4% | +88.4% | +73.8% |
| All | +286.5% | +62.6% | +223.9% | +150.5% |
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