+64.9%
CLBK vs BG
+114.4%
-49.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.4% |
| 7D | -1.5% | +3.1% | -4.6% | -2.3% |
| 30D | -1.0% | +10.2% | -11.3% | -3.7% |
| 3M | +22.9% | -1.7% | +24.6% | +22.9% |
| 6M | +44.2% | +1.0% | +43.2% | +42.4% |
| YTD | +64.0% | +39.9% | +24.1% | +46.9% |
| 1Y | +65.7% | +53.2% | +12.5% | +43.5% |
| 3Y | +54.1% | +16.3% | +37.8% | +43.3% |
| 5Y | +44.7% | +83.9% | -39.2% | +8.4% |
| All | +64.9% | +114.4% | -49.4% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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