-21.8%
CLX vs CLBK
+27.9%
-49.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +8.5% | +2.5% | +6.1% | +8.2% |
| 30D | +30.0% | +3.7% | +26.3% | +29.4% |
| 3M | +3.8% | -3.3% | +7.1% | +4.1% |
| 6M | +24.6% | +29.6% | -5.0% | +21.0% |
| YTD | +12.8% | +60.3% | -47.5% | +7.1% |
| 1Y | +8.6% | +63.4% | -54.8% | +2.9% |
| 3Y | -8.6% | +53.8% | -62.5% | -13.7% |
| 5Y | -21.8% | +29.0% | -50.7% | -25.5% |
| All | -21.8% | +27.9% | -49.6% | -25.5% |
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 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