+52.6%
EFX vs CLBK
+65.5%
-12.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -4.5% | -1.5% | -3.1% | -4.1% |
| 30D | -6.1% | -1.0% | -5.0% | -5.8% |
| 3M | +6.2% | +22.9% | -16.7% | -1.2% |
| 6M | -11.2% | +44.2% | -55.4% | -21.9% |
| YTD | -21.4% | +64.0% | -85.4% | -34.0% |
| 1Y | -34.3% | +65.7% | -100.0% | -45.3% |
| 3Y | -12.5% | +54.1% | -66.6% | -27.2% |
| 5Y | -35.6% | +44.7% | -80.3% | -47.9% |
| All | +52.6% | +65.5% | -12.8% | +14.5% |
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