+173.0%
CP vs CLBK
+64.7%
+108.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | +0.6% | -1.5% | +2.1% | +1.1% |
| 30D | -0.5% | +6.7% | -7.2% | -2.7% |
| 3M | +0.1% | +21.2% | -21.1% | -6.5% |
| 6M | +7.8% | +42.0% | -34.2% | -4.7% |
| YTD | +22.9% | +63.3% | -40.4% | +3.3% |
| 1Y | +21.3% | +65.4% | -44.1% | +1.2% |
| 3Y | +20.4% | +52.5% | -32.1% | -0.2% |
| 5Y | +34.9% | +42.0% | -7.0% | +7.4% |
| All | +173.0% | +64.7% | +108.2% | +105.6% |
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