+104.7%
COST vs CLBK
+41.8%
+62.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -2.5% | -1.4% | -1.1% | -2.3% |
| 30D | -4.4% | +4.5% | -9.0% | -4.9% |
| 3M | -8.1% | +22.8% | -30.9% | -10.3% |
| 6M | -9.2% | +43.4% | -52.7% | -13.1% |
| YTD | +5.1% | +64.1% | -59.0% | -1.1% |
| 1Y | -5.1% | +67.6% | -72.6% | -11.1% |
| 3Y | +70.4% | +53.3% | +17.1% | +59.3% |
| 5Y | +104.7% | +44.8% | +59.9% | +92.7% |
| All | +104.7% | +41.8% | +62.9% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling