+59.1%
ES vs CLBK
+62.9%
-3.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | -0.1% | +1.8% | -1.9% | -0.5% |
| 30D | +5.7% | +5.1% | +0.6% | +4.7% |
| 3M | -2.8% | +5.2% | -8.0% | -3.9% |
| 6M | +7.0% | +28.6% | -21.6% | +1.5% |
| YTD | +6.8% | +61.4% | -54.6% | -3.5% |
| 1Y | -0.5% | +64.7% | -65.2% | -10.6% |
| 3Y | +47.2% | +55.1% | -8.0% | +31.2% |
| 5Y | +2.3% | +28.4% | -26.1% | -7.7% |
| All | +59.1% | +62.9% | -3.8% | +25.6% |
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