+64.9%
CLBK vs HRB
+131.4%
-66.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -1.5% | -8.0% | +6.6% | +0.3% |
| 30D | -1.0% | -16.0% | +14.9% | +2.7% |
| 3M | +22.9% | +26.9% | -3.9% | +15.9% |
| 6M | +44.2% | +51.1% | -6.9% | +29.4% |
| YTD | +64.0% | +7.1% | +56.9% | +59.2% |
| 1Y | +65.7% | -9.6% | +75.3% | +67.4% |
| 3Y | +54.1% | +25.4% | +28.7% | +40.8% |
| 5Y | +44.7% | +114.9% | -70.2% | +10.1% |
| All | +64.9% | +131.4% | -66.4% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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