+174.7%
COP vs CLBK
+64.7%
+110.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.6% |
| 7D | -0.5% | -1.5% | +1.0% | +0.1% |
| 30D | +11.7% | +6.7% | +5.0% | +8.7% |
| 3M | +17.7% | +21.2% | -3.5% | +8.3% |
| 6M | +18.3% | +42.0% | -23.7% | +1.3% |
| YTD | +49.1% | +63.3% | -14.2% | +19.5% |
| 1Y | +53.3% | +65.4% | -12.1% | +21.5% |
| 3Y | +22.2% | +52.5% | -30.3% | -5.1% |
| 5Y | +193.3% | +42.0% | +151.3% | +104.9% |
| All | +174.7% | +64.7% | +110.0% | +69.5% |
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