+44.0%
CLBK vs VSXY
+37.5%
+6.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -1.0% | -18.7% | +17.6% | +0.9% |
| 3M | +22.9% | -4.0% | +26.9% | +22.9% |
| 6M | +44.2% | +67.5% | -23.3% | +33.9% |
| YTD | +64.0% | +39.7% | +24.3% | +54.8% |
| 1Y | +65.7% | +180.0% | -114.3% | +43.7% |
| 3Y | +54.1% | +337.3% | -283.2% | +22.3% |
| 5Y | +44.7% | +22.7% | +22.0% | +22.7% |
| All | +44.0% | +37.5% | +6.4% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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