+49.9%
CNH vs CLBK
+64.7%
-14.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.8% |
| 7D | +1.8% | -1.5% | +3.3% | +2.6% |
| 30D | +32.6% | +6.7% | +26.0% | +28.4% |
| 3M | +29.4% | +21.2% | +8.3% | +17.2% |
| 6M | +26.0% | +42.0% | -16.0% | +5.4% |
| YTD | +52.2% | +63.3% | -11.0% | +18.6% |
| 1Y | +23.9% | +65.4% | -41.5% | -4.7% |
| 3Y | +10.1% | +52.5% | -42.3% | -14.7% |
| 5Y | +13.2% | +42.0% | -28.8% | -18.7% |
| All | +49.9% | +64.7% | -14.9% | +2.7% |
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