-15.9%
EL vs CLBK
+60.9%
-76.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.3% |
| 7D | +1.5% | +0.9% | +0.6% | +1.2% |
| 30D | +10.0% | +3.4% | +6.6% | +8.6% |
| 3M | +28.4% | -4.3% | +32.7% | +30.2% |
| 6M | +37.1% | +28.4% | +8.7% | +23.7% |
| YTD | +7.8% | +59.4% | -51.6% | -10.5% |
| 1Y | +26.0% | +64.8% | -38.8% | +3.2% |
| 3Y | +3.8% | +50.6% | -46.8% | -14.0% |
| 5Y | -65.2% | +28.3% | -93.5% | -70.9% |
| All | -15.9% | +60.9% | -76.8% | -40.5% |
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