+193.6%
CSCO vs CLBK
+61.7%
+131.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.6% |
| 7D | +6.6% | +2.5% | +4.1% | +5.8% |
| 30D | -11.3% | +3.7% | -15.0% | -12.3% |
| 3M | -17.3% | -3.3% | -14.1% | -16.7% |
| 6M | +3.5% | +29.6% | -26.1% | -4.5% |
| YTD | +34.9% | +60.3% | -25.4% | +16.1% |
| 1Y | +40.5% | +63.4% | -22.9% | +20.0% |
| 3Y | +109.3% | +53.8% | +55.4% | +77.1% |
| 5Y | +105.9% | +29.0% | +76.9% | +75.8% |
| All | +193.6% | +61.7% | +131.9% | +130.1% |
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 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