+3,542.1%
CLS vs CLBK
+43.5%
+3,498.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +5.8% |
| 7D | +12.8% | +1.1% | +11.6% | +12.5% |
| 30D | +3.8% | +7.8% | -4.0% | +2.4% |
| 3M | -14.6% | +23.9% | -38.5% | -18.2% |
| 6M | +32.2% | +42.3% | -10.1% | +23.1% |
| YTD | +11.6% | +65.4% | -53.8% | -0.1% |
| 1Y | +35.1% | +70.3% | -35.3% | +19.6% |
| 3Y | +1,312.5% | +54.5% | +1,258.1% | +1,154.6% |
| 5Y | +3,542.1% | +43.1% | +3,498.9% | +2,752.4% |
| All | +3,542.1% | +43.5% | +3,498.5% | +2,752.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling