+187.3%
CP vs CLBK
+61.7%
+125.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | +0.9% | +2.5% | -1.6% | +0.1% |
| 30D | +10.3% | +3.7% | +6.7% | +9.0% |
| 3M | +2.3% | -3.3% | +5.5% | +3.3% |
| 6M | +10.7% | +29.6% | -18.9% | +0.9% |
| YTD | +29.3% | +60.3% | -31.0% | +9.3% |
| 1Y | +31.5% | +63.4% | -32.0% | +10.3% |
| 3Y | +36.7% | +53.8% | -17.1% | +12.8% |
| 5Y | +26.8% | +29.0% | -2.2% | +6.3% |
| All | +187.3% | +61.7% | +125.6% | +117.6% |
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