+87.7%
CVS vs CLBK
+65.5%
+22.3%
-56.8%
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% | -0.6% |
| 7D | -2.2% | -1.5% | -0.7% | -1.7% |
| 30D | -0.1% | -1.0% | +1.0% | +0.3% |
| 3M | -5.2% | +22.9% | -28.1% | -11.7% |
| 6M | +26.9% | +44.2% | -17.3% | +11.9% |
| YTD | +22.1% | +64.0% | -41.9% | +2.7% |
| 1Y | +30.8% | +65.7% | -34.9% | +8.9% |
| 3Y | +54.4% | +54.1% | +0.3% | +29.2% |
| 5Y | +33.4% | +44.7% | -11.3% | +7.5% |
| All | +87.7% | +65.5% | +22.3% | +37.1% |
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