+213.8%
CSCO vs CLBK
+64.7%
+149.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | 0.0% | -1.5% | +1.4% | +0.4% |
| 30D | -10.7% | +6.7% | -17.4% | -12.5% |
| 3M | -8.7% | +21.2% | -29.9% | -14.1% |
| 6M | +44.9% | +42.0% | +2.9% | +30.1% |
| YTD | +44.1% | +63.3% | -19.1% | +23.6% |
| 1Y | +65.9% | +65.4% | +0.5% | +41.1% |
| 3Y | +109.0% | +52.5% | +56.5% | +77.5% |
| 5Y | +114.8% | +42.0% | +72.8% | +75.2% |
| All | +213.8% | +64.7% | +149.0% | +144.8% |
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