+91.2%
CI vs CLBK
+61.7%
+29.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -1.7% | +2.5% | -4.2% | -2.4% |
| 30D | +4.9% | +3.7% | +1.2% | +3.8% |
| 3M | +7.4% | -3.3% | +10.7% | +8.2% |
| 6M | +0.4% | +29.6% | -29.3% | -7.2% |
| YTD | +9.5% | +60.3% | -50.8% | -5.3% |
| 1Y | +12.0% | +63.4% | -51.5% | -3.9% |
| 3Y | +7.1% | +53.8% | -46.7% | -10.1% |
| 5Y | +49.3% | +29.0% | +20.4% | +25.4% |
| All | +91.2% | +61.7% | +29.4% | +36.8% |
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