+118.6%
CFG vs CLBK
+62.9%
+55.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.8% | +1.2% |
| 7D | +0.3% | +1.8% | -1.5% | -1.1% |
| 30D | +3.2% | +5.1% | -1.9% | -0.9% |
| 3M | -9.7% | +5.2% | -14.9% | -13.7% |
| 6M | +3.6% | +28.6% | -24.9% | -16.1% |
| YTD | +14.7% | +61.4% | -46.7% | -23.3% |
| 1Y | +29.6% | +64.7% | -35.1% | -15.0% |
| 3Y | +190.6% | +55.1% | +135.4% | +91.0% |
| 5Y | +67.1% | +28.4% | +38.7% | +17.3% |
| All | +118.6% | +62.9% | +55.7% | +23.5% |
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