+111.2%
ED vs CLBK
+60.9%
+50.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +2.1% | +0.9% | +1.2% | +1.9% |
| 30D | +10.4% | +3.4% | +7.0% | +9.9% |
| 3M | +12.5% | -4.3% | +16.8% | +13.2% |
| 6M | +14.9% | +28.4% | -13.4% | +10.7% |
| YTD | +24.8% | +59.4% | -34.6% | +16.2% |
| 1Y | +23.8% | +64.8% | -41.0% | +14.5% |
| 3Y | +51.6% | +50.6% | +1.1% | +39.8% |
| 5Y | +86.4% | +28.3% | +58.1% | +72.5% |
| All | +111.2% | +60.9% | +50.3% | +73.1% |
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