+216.7%
CTVA vs CLBK
+64.9%
+151.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.5% | -1.5% | -3.1% | -4.0% |
| 30D | +11.3% | -1.0% | +12.3% | +11.7% |
| 3M | +12.3% | +22.9% | -10.6% | +3.9% |
| 6M | +7.2% | +44.2% | -37.0% | -6.9% |
| YTD | +26.0% | +64.0% | -38.0% | +3.8% |
| 1Y | +16.0% | +65.7% | -49.6% | -5.3% |
| 3Y | +73.9% | +54.1% | +19.9% | +40.5% |
| 5Y | +103.8% | +44.7% | +59.1% | +52.3% |
| All | +216.7% | +64.9% | +151.8% | +117.3% |
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