+0.6%
CLX vs CLBK
+65.6%
-65.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | -5.9% | -1.4% | -4.5% | -5.7% |
| 30D | -17.0% | +4.5% | -21.6% | -17.4% |
| 3M | -9.6% | +22.8% | -32.4% | -11.5% |
| 6M | -21.5% | +43.4% | -65.0% | -24.3% |
| YTD | -8.8% | +64.1% | -72.9% | -13.1% |
| 1Y | -24.7% | +67.6% | -92.2% | -28.4% |
| 3Y | -35.6% | +53.3% | -88.9% | -38.9% |
| 5Y | -37.6% | +44.8% | -82.5% | -40.8% |
| All | +0.6% | +65.6% | -65.0% | -6.5% |
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