+108.0%
ED vs CLBK
+63.6%
+44.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.9% | +2.2% | -3.1% | -1.2% |
| 30D | +11.2% | +5.0% | +6.2% | +10.4% |
| 3M | +11.8% | +3.3% | +8.5% | +11.2% |
| 6M | +14.1% | +29.6% | -15.5% | +9.7% |
| YTD | +23.0% | +62.1% | -39.2% | +14.2% |
| 1Y | +23.7% | +64.3% | -40.7% | +14.4% |
| 3Y | +47.7% | +55.6% | -7.9% | +35.4% |
| 5Y | +82.6% | +29.3% | +53.4% | +69.1% |
| All | +108.0% | +63.6% | +44.4% | +70.1% |
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