+182.8%
CG vs CLBK
+65.6%
+117.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -9.8% | -1.4% | -8.4% | -9.1% |
| 30D | -10.3% | +4.5% | -14.8% | -12.6% |
| 3M | -1.7% | +22.8% | -24.4% | -12.9% |
| 6M | -9.8% | +43.4% | -53.2% | -26.9% |
| YTD | -25.6% | +64.1% | -89.7% | -44.3% |
| 1Y | -32.5% | +67.6% | -100.1% | -50.2% |
| 3Y | +45.6% | +53.3% | -7.6% | +11.8% |
| 5Y | +3.7% | +44.8% | -41.2% | -24.6% |
| All | +182.8% | +65.6% | +117.2% | +88.3% |
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