-46.7%
COMP vs CLBK
+47.7%
-94.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.0% |
| 7D | +4.1% | +1.1% | +2.9% | +3.4% |
| 30D | -14.5% | +7.8% | -22.3% | -18.6% |
| 3M | +41.8% | +23.9% | +18.0% | +23.4% |
| 6M | +23.6% | +42.3% | -18.8% | -0.9% |
| YTD | +1.7% | +65.4% | -63.7% | -26.2% |
| 1Y | +12.6% | +70.3% | -57.8% | -20.3% |
| 3Y | +221.9% | +54.5% | +167.4% | +137.2% |
| 5Y | -28.1% | +43.1% | -71.2% | -47.0% |
| All | -46.7% | +47.7% | -94.4% | -60.3% |
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