+181.8%
COP vs CLBK
+61.7%
+120.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.1% |
| 7D | +3.4% | +2.5% | +0.9% | +2.4% |
| 30D | -0.6% | +3.7% | -4.3% | -2.1% |
| 3M | +10.8% | -3.3% | +14.0% | +12.0% |
| 6M | +19.6% | +29.6% | -10.0% | +6.6% |
| YTD | +52.9% | +60.3% | -7.3% | +23.3% |
| 1Y | +62.2% | +63.4% | -1.2% | +29.4% |
| 3Y | +32.4% | +53.8% | -21.5% | +2.2% |
| 5Y | +129.7% | +29.0% | +100.8% | +73.9% |
| All | +181.8% | +61.7% | +120.1% | +74.8% |
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