+99.2%
ECL vs CLBK
+64.7%
+34.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | -2.7% | -1.5% | -1.3% | -2.3% |
| 30D | -4.3% | +6.7% | -11.0% | -6.2% |
| 3M | +3.2% | +21.2% | -17.9% | -2.7% |
| 6M | -2.9% | +42.0% | -44.9% | -12.8% |
| YTD | +4.3% | +63.3% | -59.0% | -10.5% |
| 1Y | +1.6% | +65.4% | -63.7% | -13.4% |
| 3Y | +54.3% | +52.5% | +1.8% | +29.9% |
| 5Y | +26.5% | +42.0% | -15.5% | +2.0% |
| All | +99.2% | +64.7% | +34.5% | +44.4% |
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