+134.3%
EW vs CLBK
+60.9%
+73.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +4.9% | +0.9% | +4.0% | +4.7% |
| 30D | +23.9% | +3.4% | +20.5% | +23.1% |
| 3M | +15.8% | -4.3% | +20.0% | +16.6% |
| 6M | +31.7% | +28.4% | +3.3% | +24.5% |
| YTD | +25.7% | +59.4% | -33.7% | +13.1% |
| 1Y | +24.4% | +64.8% | -40.4% | +11.0% |
| 3Y | +65.9% | +50.6% | +15.3% | +45.5% |
| 5Y | -7.6% | +28.3% | -35.9% | -17.6% |
| All | +134.3% | +60.9% | +73.5% | +88.3% |
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