+78.8%
CLF vs CLBK
+66.9%
+11.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | +6.5% | +1.1% | +5.4% | +5.8% |
| 30D | +0.2% | +7.8% | -7.5% | -4.5% |
| 3M | -3.1% | +23.9% | -26.9% | -16.1% |
| 6M | +25.0% | +42.3% | -17.3% | -0.7% |
| YTD | -7.5% | +65.4% | -72.8% | -33.4% |
| 1Y | +11.5% | +70.3% | -58.8% | -22.7% |
| 3Y | -13.7% | +54.5% | -68.2% | -38.4% |
| 5Y | -47.0% | +43.1% | -90.1% | -65.3% |
| All | +78.8% | +66.9% | +11.9% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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