+147.5%
CVX vs CLBK
+65.6%
+81.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +0.7% | -1.4% | +2.0% | +1.1% |
| 30D | +9.1% | +4.5% | +4.6% | +7.3% |
| 3M | +13.1% | +22.8% | -9.7% | +4.8% |
| 6M | +16.3% | +43.4% | -27.2% | +1.5% |
| YTD | +43.5% | +64.1% | -20.6% | +18.5% |
| 1Y | +40.2% | +67.6% | -27.4% | +14.2% |
| 3Y | +44.2% | +53.3% | -9.0% | +16.2% |
| 5Y | +170.6% | +44.8% | +125.8% | +96.2% |
| All | +147.5% | +65.6% | +81.9% | +61.0% |
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