+97.0%
CNP vs CLBK
+64.7%
+32.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | +0.7% | -1.5% | +2.1% | +1.1% |
| 30D | -0.1% | +6.7% | -6.7% | -1.9% |
| 3M | -5.6% | +21.2% | -26.8% | -10.9% |
| 6M | -7.5% | +42.0% | -49.5% | -16.6% |
| YTD | +5.5% | +63.3% | -57.8% | -9.1% |
| 1Y | +8.3% | +65.4% | -57.0% | -7.5% |
| 3Y | +51.8% | +52.5% | -0.7% | +27.9% |
| 5Y | +69.9% | +42.0% | +27.9% | +34.3% |
| All | +97.0% | +64.7% | +32.2% | +39.9% |
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