+444.5%
CORZ vs CLBK
+33.6%
+410.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +5.0% |
| 7D | +16.6% | +1.1% | +15.4% | +15.9% |
| 30D | -10.9% | +7.8% | -18.6% | -14.2% |
| 3M | -31.0% | +23.9% | -54.9% | -38.5% |
| 6M | +26.0% | +42.3% | -16.3% | +3.7% |
| YTD | +28.6% | +65.4% | -36.8% | -4.2% |
| 1Y | +34.5% | +70.3% | -35.9% | -2.7% |
| All | +444.5% | +33.6% | +410.9% | +376.4% |
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