-46.5%
COMP vs CLBK
+44.2%
-90.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +4.3% |
| 7D | +14.5% | +1.8% | +12.7% | +13.5% |
| 30D | +14.9% | +5.1% | +9.8% | +11.6% |
| 3M | -14.2% | +5.2% | -19.4% | -16.9% |
| 6M | +23.7% | +28.6% | -4.8% | +5.5% |
| YTD | +2.1% | +61.4% | -59.3% | -24.7% |
| 1Y | +26.2% | +64.7% | -38.5% | -8.4% |
| 3Y | +470.9% | +55.1% | +415.8% | +320.3% |
| 5Y | -14.0% | +28.4% | -42.4% | -33.4% |
| All | -46.5% | +44.2% | -90.6% | -59.5% |
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