+160.4%
CME vs CLBK
+61.7%
+98.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +2.7% | +2.5% | +0.2% | +2.2% |
| 30D | +13.5% | +3.7% | +9.8% | +12.7% |
| 3M | +20.9% | -3.3% | +24.2% | +21.6% |
| 6M | +11.5% | +29.6% | -18.1% | +5.4% |
| YTD | +19.5% | +60.3% | -40.8% | +7.6% |
| 1Y | +17.2% | +63.4% | -46.2% | +4.9% |
| 3Y | +65.1% | +53.8% | +11.3% | +44.3% |
| 5Y | +73.1% | +29.0% | +44.1% | +51.1% |
| All | +160.4% | +61.7% | +98.7% | +93.9% |
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 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