+417.1%
COR vs CLBK
+60.9%
+356.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.1% |
| 7D | +7.8% | +0.9% | +6.9% | +7.7% |
| 30D | +7.0% | +3.4% | +3.6% | +6.3% |
| 3M | +16.3% | -4.3% | +20.5% | +17.1% |
| 6M | +41.3% | +28.4% | +12.9% | +34.2% |
| YTD | +7.1% | +59.4% | -52.3% | -3.0% |
| 1Y | -0.8% | +64.8% | -65.6% | -10.9% |
| 3Y | +85.0% | +50.6% | +34.4% | +64.2% |
| 5Y | +203.9% | +28.3% | +175.6% | +168.7% |
| All | +417.1% | +60.9% | +356.2% | +293.8% |
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