+20.1%
CNC vs CLBK
+65.5%
-45.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -0.9% | -1.5% | +0.5% | -0.5% |
| 30D | -1.0% | -1.0% | +0.1% | -0.7% |
| 3M | +4.5% | +22.9% | -18.4% | -1.2% |
| 6M | +85.2% | +44.2% | +41.0% | +67.7% |
| YTD | +61.4% | +64.0% | -2.6% | +40.5% |
| 1Y | +94.9% | +65.7% | +29.2% | +68.4% |
| 3Y | 0.0% | +54.1% | -54.1% | -15.0% |
| 5Y | +11.2% | +44.7% | -33.5% | -11.1% |
| All | +20.1% | +65.5% | -45.3% | -9.6% |
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