-10.2%
DOW vs CLBK
+62.0%
-72.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -2.4% | -1.4% | -1.0% | -1.7% |
| 30D | -4.1% | +4.5% | -8.6% | -6.2% |
| 3M | -12.4% | +22.8% | -35.2% | -21.1% |
| 6M | -10.6% | +43.4% | -54.1% | -26.2% |
| YTD | +31.1% | +64.1% | -33.0% | +0.7% |
| 1Y | +30.5% | +67.6% | -37.0% | -1.3% |
| 3Y | -34.4% | +53.3% | -87.7% | -50.4% |
| 5Y | -35.5% | +44.8% | -80.3% | -56.0% |
| All | -10.2% | +62.0% | -72.2% | -44.7% |
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