+47.6%
D vs CLBK
+67.9%
-20.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.5% | +1.2% | +0.2% | +1.2% |
| 30D | -2.6% | +9.1% | -11.7% | -4.6% |
| 3M | 0.0% | +27.7% | -27.7% | -5.7% |
| 6M | +7.4% | +40.8% | -33.5% | -1.0% |
| YTD | +15.9% | +66.4% | -50.5% | +2.5% |
| 1Y | +18.1% | +72.4% | -54.3% | +3.2% |
| 3Y | +58.4% | +50.7% | +7.7% | +39.9% |
| 5Y | +5.2% | +42.9% | -37.7% | -9.9% |
| All | +47.6% | +67.9% | -20.3% | +13.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling