+382.5%
EWT vs CLBK
+65.5%
+317.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -1.1% | -1.5% | +0.3% | -0.8% |
| 30D | +4.5% | -1.0% | +5.5% | +4.7% |
| 3M | +8.3% | +22.9% | -14.7% | +2.8% |
| 6M | +54.2% | +44.2% | +10.0% | +40.8% |
| YTD | +74.6% | +64.0% | +10.6% | +54.1% |
| 1Y | +84.9% | +65.7% | +19.2% | +62.3% |
| 3Y | +197.5% | +54.1% | +143.5% | +159.9% |
| 5Y | +150.6% | +44.7% | +105.9% | +111.8% |
| All | +382.5% | +65.5% | +317.0% | +295.0% |
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