-30.6%
CPB vs CLBK
+65.6%
-96.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.3% |
| 7D | -5.4% | -1.4% | -4.0% | -5.2% |
| 30D | -7.8% | +4.5% | -12.4% | -8.3% |
| 3M | -6.9% | +22.8% | -29.7% | -9.0% |
| 6M | -12.2% | +43.4% | -55.6% | -15.5% |
| YTD | -21.1% | +64.1% | -85.2% | -25.1% |
| 1Y | -33.5% | +67.6% | -101.1% | -37.1% |
| 3Y | -43.2% | +53.3% | -96.4% | -46.3% |
| 5Y | -40.9% | +44.8% | -85.7% | -44.6% |
| All | -30.6% | +65.6% | -96.2% | -35.5% |
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