-37.7%
CPB vs CLBK
+41.8%
-79.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.7% |
| 7D | -8.0% | -1.5% | -6.5% | -7.9% |
| 30D | -2.4% | +6.7% | -9.1% | -3.0% |
| 3M | +0.5% | +21.2% | -20.6% | -1.3% |
| 6M | -10.5% | +42.0% | -52.4% | -13.3% |
| YTD | -17.5% | +63.3% | -80.8% | -21.2% |
| 1Y | -31.0% | +65.4% | -96.4% | -34.2% |
| 3Y | -40.6% | +52.5% | -93.1% | -43.4% |
| 5Y | -37.7% | +42.0% | -79.7% | -42.1% |
| All | -37.7% | +41.8% | -79.5% | -42.1% |
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