+188.8%
CSX vs CLBK
+63.6%
+125.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.3% | +2.2% | -2.4% | -1.1% |
| 30D | +8.7% | +5.0% | +3.7% | +6.7% |
| 3M | +4.2% | +3.3% | +0.9% | +2.7% |
| 6M | +16.7% | +29.6% | -12.9% | +5.2% |
| YTD | +44.5% | +62.1% | -17.6% | +18.9% |
| 1Y | +50.3% | +64.3% | -14.1% | +22.9% |
| 3Y | +76.3% | +55.6% | +20.7% | +41.6% |
| 5Y | +58.1% | +29.3% | +28.9% | +29.5% |
| All | +188.8% | +63.6% | +125.2% | +102.2% |
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