+28.2%
DD vs CLBK
+65.5%
-37.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -3.5% | -1.5% | -2.0% | -2.9% |
| 30D | -11.7% | -1.0% | -10.6% | -11.3% |
| 3M | -9.2% | +22.9% | -32.1% | -17.2% |
| 6M | -7.2% | +44.2% | -51.4% | -20.9% |
| YTD | +6.6% | +64.0% | -57.4% | -14.3% |
| 1Y | +32.0% | +65.7% | -33.7% | +5.1% |
| 3Y | +42.1% | +54.1% | -11.9% | +11.5% |
| 5Y | +58.1% | +44.7% | +13.4% | +16.4% |
| All | +28.2% | +65.5% | -37.3% | -11.2% |
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 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