+79.5%
CI vs CLBK
+64.7%
+14.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 7D | -1.1% | -1.5% | +0.4% | -0.7% |
| 30D | +0.5% | +6.7% | -6.2% | -1.4% |
| 3M | -5.2% | +21.2% | -26.3% | -10.4% |
| 6M | +4.3% | +42.0% | -37.6% | -6.0% |
| YTD | +2.8% | +63.3% | -60.5% | -11.5% |
| 1Y | -5.8% | +65.4% | -71.2% | -19.6% |
| 3Y | +4.7% | +52.5% | -47.7% | -11.7% |
| 5Y | +42.7% | +42.0% | +0.7% | +13.6% |
| All | +79.5% | +64.7% | +14.7% | +27.9% |
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