+88.5%
EW vs CLBK
+64.7%
+23.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -5.1% | -1.5% | -3.6% | -4.8% |
| 30D | -6.4% | +6.7% | -13.0% | -7.7% |
| 3M | -1.6% | +21.2% | -22.7% | -5.6% |
| 6M | +2.3% | +42.0% | -39.7% | -5.2% |
| YTD | +1.1% | +63.3% | -62.2% | -9.4% |
| 1Y | +8.0% | +65.4% | -57.4% | -3.8% |
| 3Y | +16.3% | +52.5% | -36.1% | +1.9% |
| 5Y | -29.4% | +42.0% | -71.4% | -39.4% |
| All | +88.5% | +64.7% | +23.7% | +50.9% |
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