+3,036.2%
CLS vs CLBK
+65.6%
+2,970.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | +5.0% | -1.4% | +6.3% | +5.5% |
| 30D | +4.8% | +4.5% | +0.3% | +3.1% |
| 3M | -10.4% | +22.8% | -33.2% | -17.4% |
| 6M | +20.8% | +43.4% | -22.6% | +4.6% |
| YTD | +10.0% | +64.1% | -54.1% | -10.7% |
| 1Y | +28.5% | +67.6% | -39.0% | +2.4% |
| 3Y | +1,292.2% | +53.3% | +1,238.9% | +1,007.7% |
| 5Y | +3,616.8% | +44.8% | +3,572.0% | +2,617.5% |
| All | +3,036.2% | +65.6% | +2,970.6% | +2,086.1% |
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