+0.1%
DOW vs CLBK
+57.4%
-57.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +5.2% | +0.9% | +4.3% | +4.7% |
| 30D | +13.2% | +3.4% | +9.8% | +11.3% |
| 3M | +10.1% | -4.3% | +14.4% | +12.2% |
| 6M | -13.1% | +28.4% | -41.4% | -23.7% |
| YTD | +46.1% | +59.4% | -13.3% | +13.6% |
| 1Y | +50.0% | +64.8% | -14.8% | +14.6% |
| 3Y | -20.2% | +50.6% | -70.8% | -39.3% |
| 5Y | -27.7% | +28.3% | -56.0% | -45.5% |
| All | +0.1% | +57.4% | -57.3% | -37.6% |
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