-15.3%
CSGP vs CLBK
+62.9%
-78.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.6% |
| 7D | -1.8% | +1.8% | -3.6% | -2.3% |
| 30D | +5.3% | +5.1% | +0.2% | +3.9% |
| 3M | +3.3% | +5.2% | -1.9% | +1.8% |
| 6M | -4.7% | +28.6% | -33.2% | -11.5% |
| YTD | -53.5% | +61.4% | -114.9% | -59.8% |
| 1Y | -53.7% | +64.7% | -118.4% | -60.3% |
| 3Y | -59.7% | +55.1% | -114.9% | -65.6% |
| 5Y | -62.5% | +28.4% | -90.8% | -67.5% |
| All | -15.3% | +62.9% | -78.2% | -35.9% |
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