+64.2%
CLBK vs COO
+12.2%
+52.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.2% | +4.9% | +0.6% |
| 7D | -1.5% | -9.0% | +7.5% | +1.3% |
| 30D | +6.7% | -16.8% | +23.5% | +12.6% |
| 3M | +21.2% | -7.5% | +28.6% | +23.6% |
| 6M | +42.0% | -16.3% | +58.2% | +48.9% |
| YTD | +63.3% | -22.5% | +85.8% | +75.2% |
| 1Y | +65.4% | -7.0% | +72.4% | +67.5% |
| 3Y | +52.5% | -27.5% | +79.9% | +62.7% |
| 5Y | +42.0% | -43.3% | +85.3% | +62.1% |
| All | +64.2% | +12.2% | +52.0% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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