+28.1%
CL vs CLBK
+43.5%
-15.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -1.4% | +1.1% | -2.5% | -1.4% |
| 30D | -5.2% | +7.8% | -13.0% | -5.6% |
| 3M | +3.3% | +23.9% | -20.6% | +2.2% |
| 6M | -4.4% | +42.3% | -46.7% | -6.0% |
| YTD | +13.9% | +65.4% | -51.5% | +11.2% |
| 1Y | +7.6% | +70.3% | -62.7% | +4.9% |
| 3Y | +29.6% | +54.5% | -24.9% | +26.0% |
| 5Y | +28.1% | +43.1% | -15.1% | +25.2% |
| All | +28.1% | +43.5% | -15.4% | +25.2% |
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