+64.2%
CLBK vs VYM
+151.1%
-86.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | -1.5% | -1.0% | -0.5% | -0.6% |
| 30D | +6.7% | -2.0% | +8.7% | +8.7% |
| 3M | +21.2% | +3.1% | +18.1% | +17.8% |
| 6M | +42.0% | +8.9% | +33.1% | +31.3% |
| YTD | +63.3% | +14.7% | +48.5% | +44.0% |
| 1Y | +65.4% | +19.4% | +46.0% | +40.8% |
| 3Y | +52.5% | +65.4% | -12.9% | -1.1% |
| 5Y | +42.0% | +77.6% | -35.6% | -13.7% |
| All | +64.2% | +151.1% | -86.9% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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