+161.3%
CRL vs CLBK
+64.7%
+96.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.3% |
| 7D | -4.6% | -1.5% | -3.1% | -4.0% |
| 30D | +0.5% | +6.7% | -6.2% | -2.3% |
| 3M | +46.6% | +21.2% | +25.5% | +35.1% |
| 6M | +57.3% | +42.0% | +15.3% | +35.3% |
| YTD | +39.5% | +63.3% | -23.7% | +13.0% |
| 1Y | +76.9% | +65.4% | +11.5% | +41.9% |
| 3Y | +39.4% | +52.5% | -13.1% | +13.6% |
| 5Y | -37.2% | +42.0% | -79.1% | -50.4% |
| All | +161.3% | +64.7% | +96.6% | +92.2% |
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