+65.1%
CLBK vs SPY
+221.7%
-156.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | -1.4% | -2.0% | +0.6% | 0.0% |
| 30D | +4.5% | -1.7% | +6.2% | +5.7% |
| 3M | +22.8% | +4.7% | +18.1% | +18.6% |
| 6M | +43.4% | +12.5% | +30.9% | +31.8% |
| YTD | +64.1% | +11.7% | +52.4% | +51.5% |
| 1Y | +67.6% | +17.5% | +50.1% | +49.4% |
| 3Y | +53.3% | +76.6% | -23.3% | +3.9% |
| 5Y | +44.8% | +82.0% | -37.2% | -5.0% |
| All | +65.1% | +221.7% | -156.6% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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