+364.8%
COR vs CLBK
+64.7%
+300.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -3.9% | -1.5% | -2.4% | -3.6% |
| 30D | -0.3% | +6.7% | -7.0% | -1.7% |
| 3M | +15.9% | +21.2% | -5.3% | +11.4% |
| 6M | -10.3% | +42.0% | -52.2% | -16.4% |
| YTD | -3.7% | +63.3% | -67.0% | -13.1% |
| 1Y | +9.1% | +65.4% | -56.3% | -2.2% |
| 3Y | +86.6% | +52.5% | +34.1% | +65.3% |
| 5Y | +180.9% | +42.0% | +139.0% | +137.6% |
| All | +364.8% | +64.7% | +300.0% | +252.6% |
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