+289.3%
CF vs CLBK
+63.6%
+225.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +10.4% | +2.2% | +8.2% | +9.6% |
| 30D | +7.6% | +5.0% | +2.6% | +5.9% |
| 3M | +5.2% | +3.3% | +1.9% | +3.9% |
| 6M | -0.1% | +29.6% | -29.7% | -8.7% |
| YTD | +61.7% | +62.1% | -0.4% | +35.2% |
| 1Y | +50.3% | +64.3% | -14.0% | +24.9% |
| 3Y | +66.0% | +55.6% | +10.4% | +32.6% |
| 5Y | +114.5% | +29.3% | +85.2% | +71.3% |
| All | +289.3% | +63.6% | +225.7% | +151.8% |
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