+45.2%
CLBK vs VSXY
+42.7%
+2.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.4% | -1.0% |
| 7D | +1.1% | -6.8% | +7.9% | +1.7% |
| 30D | +7.8% | -20.4% | +28.1% | +10.1% |
| 3M | +23.9% | +2.9% | +21.0% | +22.9% |
| 6M | +42.3% | +67.9% | -25.6% | +32.1% |
| YTD | +65.4% | +44.9% | +20.5% | +55.6% |
| 1Y | +70.3% | +205.9% | -135.6% | +46.3% |
| 3Y | +54.5% | +373.9% | -319.4% | +21.7% |
| 5Y | +43.1% | +23.5% | +19.6% | +21.0% |
| All | +45.2% | +42.7% | +2.5% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling