+63.1%
CLBK vs VO
+142.1%
-79.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.7% |
| 7D | +2.2% | +0.2% | +1.9% | +1.9% |
| 30D | +5.0% | +2.0% | +3.0% | +3.4% |
| 3M | +3.3% | -0.3% | +3.6% | +3.4% |
| 6M | +29.6% | +7.3% | +22.3% | +22.9% |
| YTD | +62.1% | +15.0% | +47.1% | +46.1% |
| 1Y | +64.3% | +14.7% | +49.7% | +48.4% |
| 3Y | +55.6% | +67.3% | -11.7% | +9.7% |
| 5Y | +29.3% | +38.8% | -9.6% | +2.0% |
| All | +63.1% | +142.1% | -79.0% | -12.2% |
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