+67.4%
CLBK vs VO
+140.4%
-73.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.2% | -0.3% | +1.5% | +1.4% |
| 30D | +9.1% | -0.3% | +9.5% | +9.4% |
| 3M | +27.7% | +2.9% | +24.7% | +24.8% |
| 6M | +40.8% | +9.3% | +31.5% | +31.7% |
| YTD | +66.4% | +14.2% | +52.2% | +50.9% |
| 1Y | +72.4% | +15.3% | +57.1% | +55.4% |
| 3Y | +50.7% | +56.2% | -5.6% | +11.2% |
| 5Y | +42.9% | +42.4% | +0.5% | +10.8% |
| All | +67.4% | +140.4% | -73.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 all: compounded portfolio wealth divided by compounded VO 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…
all analysis · Full analysis span regression · 6 months rolling