+41.1%
CI vs CLBK
+43.5%
-2.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -2.6% | +1.1% | -3.7% | -2.7% |
| 30D | -2.4% | +7.8% | -10.1% | -3.2% |
| 3M | -4.8% | +23.9% | -28.6% | -7.2% |
| 6M | +2.1% | +42.3% | -40.2% | -2.2% |
| YTD | +1.4% | +65.4% | -64.0% | -4.9% |
| 1Y | -6.8% | +70.3% | -77.1% | -13.0% |
| 3Y | +3.3% | +54.5% | -51.2% | -3.5% |
| 5Y | +41.1% | +43.1% | -2.0% | +22.3% |
| All | +41.1% | +43.5% | -2.4% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling