+48.5%
D vs CLBK
+66.9%
-18.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +0.8% | +1.1% | -0.4% | +0.5% |
| 30D | -0.7% | +7.8% | -8.5% | -2.5% |
| 3M | +2.1% | +23.9% | -21.8% | -3.0% |
| 6M | +6.8% | +42.3% | -35.5% | -1.8% |
| YTD | +16.5% | +65.4% | -48.9% | +3.2% |
| 1Y | +19.2% | +70.3% | -51.2% | +4.4% |
| 3Y | +61.9% | +54.5% | +7.4% | +42.0% |
| 5Y | +6.5% | +43.1% | -36.6% | -8.9% |
| All | +48.5% | +66.9% | -18.4% | +14.0% |
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