+64.9%
CLBK vs BTG
+142.7%
-77.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -1.5% | -3.8% | +2.3% | -1.3% |
| 30D | -1.0% | +3.6% | -4.7% | -1.2% |
| 3M | +22.9% | +32.0% | -9.1% | +21.3% |
| 6M | +44.2% | +3.4% | +40.8% | +43.6% |
| YTD | +64.0% | +20.8% | +43.2% | +61.7% |
| 1Y | +65.7% | +22.4% | +43.3% | +62.8% |
| 3Y | +54.1% | +91.7% | -37.7% | +46.9% |
| 5Y | +44.7% | +79.0% | -34.3% | +37.5% |
| All | +64.9% | +142.7% | -77.7% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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