+403.0%
COR vs CLBK
+63.6%
+339.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -1.2% | +2.2% | -3.3% | -1.5% |
| 30D | +7.6% | +5.0% | +2.7% | +6.7% |
| 3M | +5.0% | +3.3% | +1.7% | +4.2% |
| 6M | +35.3% | +29.6% | +5.7% | +28.3% |
| YTD | +4.2% | +62.1% | -57.9% | -5.9% |
| 1Y | -3.4% | +64.3% | -67.8% | -13.2% |
| 3Y | +81.1% | +55.6% | +25.5% | +59.4% |
| 5Y | +195.8% | +29.3% | +166.6% | +162.0% |
| All | +403.0% | +63.6% | +339.4% | +281.8% |
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