+78.3%
CLF vs CLBK
+62.9%
+15.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.2% | +4.8% | +5.7% |
| 7D | -14.1% | +1.8% | -15.9% | -14.9% |
| 30D | -5.5% | +5.1% | -10.6% | -8.5% |
| 3M | 0.0% | +5.2% | -5.2% | -3.6% |
| 6M | +11.3% | +28.6% | -17.3% | -6.3% |
| YTD | -7.7% | +61.4% | -69.1% | -32.8% |
| 1Y | +17.5% | +64.7% | -47.1% | -15.8% |
| 3Y | -25.4% | +55.1% | -80.5% | -47.2% |
| 5Y | -46.0% | +28.4% | -74.3% | -60.8% |
| All | +78.3% | +62.9% | +15.5% | +9.3% |
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