+102.8%
CNP vs CLBK
+61.7%
+41.1%
-59.8%
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% | +0.2% |
| 7D | +2.5% | +2.5% | 0.0% | +1.8% |
| 30D | +4.0% | +3.7% | +0.4% | +3.0% |
| 3M | +1.6% | -3.3% | +4.9% | +2.5% |
| 6M | -1.7% | +29.6% | -31.3% | -9.1% |
| YTD | +8.6% | +60.3% | -51.6% | -6.0% |
| 1Y | +5.8% | +63.4% | -57.6% | -9.2% |
| 3Y | +63.0% | +53.8% | +9.2% | +36.6% |
| 5Y | +74.7% | +29.0% | +45.7% | +46.2% |
| All | +102.8% | +61.7% | +41.1% | +44.7% |
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