+43.1%
CLBK vs COO
-39.5%
+82.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.1% |
| 7D | +1.1% | -2.3% | +3.4% | +1.7% |
| 30D | +7.8% | -8.8% | +16.6% | +10.1% |
| 3M | +23.9% | +1.3% | +22.5% | +23.2% |
| 6M | +42.3% | -11.6% | +53.9% | +46.1% |
| YTD | +65.4% | -17.4% | +82.8% | +72.6% |
| 1Y | +70.3% | -1.6% | +71.9% | +70.0% |
| 3Y | +54.5% | -22.6% | +77.1% | +60.6% |
| 5Y | +43.1% | -40.3% | +83.5% | +53.3% |
| All | +43.1% | -39.5% | +82.6% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling