-35.7%
CLX vs CLBK
+43.5%
-79.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -3.5% | +1.1% | -4.7% | -3.7% |
| 30D | -11.9% | +7.8% | -19.6% | -12.6% |
| 3M | -2.6% | +23.9% | -26.5% | -5.0% |
| 6M | -18.2% | +42.3% | -60.5% | -21.3% |
| YTD | -5.9% | +65.4% | -71.3% | -10.8% |
| 1Y | -23.8% | +70.3% | -94.2% | -28.1% |
| 3Y | -33.6% | +54.5% | -88.0% | -37.3% |
| 5Y | -35.7% | +43.1% | -78.8% | -38.9% |
| All | -35.7% | +43.5% | -79.2% | -38.9% |
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