+255.1%
CVE vs CLBK
+60.9%
+194.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +5.9% | +0.9% | +5.0% | +5.5% |
| 30D | -10.9% | +3.4% | -14.3% | -12.3% |
| 3M | -4.5% | -4.3% | -0.2% | -2.9% |
| 6M | -1.0% | +28.4% | -29.3% | -12.1% |
| YTD | +74.7% | +59.4% | +15.3% | +39.1% |
| 1Y | +65.8% | +64.8% | +1.0% | +29.6% |
| 3Y | +73.2% | +50.6% | +22.6% | +33.0% |
| 5Y | +155.6% | +28.3% | +127.3% | +89.1% |
| All | +255.1% | +60.9% | +194.2% | +154.9% |
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