-27.4%
EL vs CLBK
+65.6%
-93.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | -4.4% | -1.4% | -3.0% | -3.8% |
| 30D | +10.3% | +4.5% | +5.7% | +8.3% |
| 3M | +13.4% | +22.8% | -9.4% | +4.4% |
| 6M | +3.1% | +43.4% | -40.4% | -10.7% |
| YTD | -6.9% | +64.1% | -71.0% | -23.4% |
| 1Y | +11.9% | +67.6% | -55.7% | -9.1% |
| 3Y | -33.8% | +53.3% | -87.1% | -45.5% |
| 5Y | -69.0% | +44.8% | -113.8% | -75.5% |
| All | -27.4% | +65.6% | -93.0% | -49.0% |
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