+92.0%
CMS vs CLBK
+65.6%
+26.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.3% | -1.4% | 0.0% | -1.1% |
| 30D | -2.8% | +4.5% | -7.3% | -3.6% |
| 3M | -7.1% | +22.8% | -29.9% | -10.7% |
| 6M | -10.0% | +43.4% | -53.5% | -16.1% |
| YTD | -0.9% | +64.1% | -65.1% | -10.2% |
| 1Y | -2.0% | +67.6% | -69.6% | -11.8% |
| 3Y | +33.0% | +53.3% | -20.3% | +19.5% |
| 5Y | +24.3% | +44.8% | -20.6% | +8.2% |
| All | +92.0% | +65.6% | +26.4% | +51.6% |
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