+147.1%
COF vs CLBK
+65.5%
+81.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -5.1% | -1.5% | -3.7% | -4.2% |
| 30D | -6.0% | -1.0% | -5.0% | -5.4% |
| 3M | +14.8% | +22.9% | -8.1% | -0.6% |
| 6M | +15.3% | +44.2% | -28.9% | -10.4% |
| YTD | -13.0% | +64.0% | -77.0% | -38.3% |
| 1Y | -5.7% | +65.7% | -71.4% | -34.0% |
| 3Y | +118.1% | +54.1% | +64.1% | +53.9% |
| 5Y | +46.2% | +44.7% | +1.5% | -5.6% |
| All | +147.1% | +65.5% | +81.7% | +35.4% |
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