+86.3%
ED vs CLBK
+65.6%
+20.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.9% | -1.4% | -0.5% | -1.7% |
| 30D | +0.1% | +4.5% | -4.4% | -0.6% |
| 3M | 0.0% | +22.8% | -22.8% | -3.0% |
| 6M | -2.5% | +43.4% | -45.9% | -7.6% |
| YTD | +10.1% | +64.1% | -54.0% | +2.1% |
| 1Y | +13.6% | +67.6% | -54.0% | +4.7% |
| 3Y | +32.4% | +53.3% | -20.8% | +21.8% |
| 5Y | +69.9% | +44.8% | +25.0% | +52.4% |
| All | +86.3% | +65.6% | +20.7% | +52.2% |
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