+42.0%
CLBK vs SPY
+81.0%
-39.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -1.5% | -0.4% | -1.1% | -1.2% |
| 30D | +6.7% | -1.4% | +8.1% | +7.6% |
| 3M | +21.2% | +3.7% | +17.5% | +18.2% |
| 6M | +42.0% | +13.0% | +29.0% | +31.0% |
| YTD | +63.3% | +12.4% | +50.9% | +51.2% |
| 1Y | +65.4% | +18.5% | +46.9% | +48.1% |
| 3Y | +52.5% | +77.6% | -25.2% | +9.2% |
| 5Y | +42.0% | +81.7% | -39.7% | +0.5% |
| All | +42.0% | +81.0% | -39.0% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling