+169.7%
EXE vs CLBK
+59.1%
+110.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.1% | -1.5% | -1.7% | -2.8% |
| 30D | -0.9% | -1.0% | +0.1% | -0.7% |
| 3M | +9.6% | +22.9% | -13.4% | +4.5% |
| 6M | -11.6% | +44.2% | -55.8% | -18.9% |
| YTD | -12.6% | +64.0% | -76.5% | -22.4% |
| 1Y | +1.2% | +65.7% | -64.5% | -10.7% |
| 3Y | +18.0% | +54.1% | -36.0% | +3.8% |
| 5Y | +101.1% | +44.7% | +56.4% | +65.4% |
| All | +169.7% | +59.1% | +110.7% | +106.8% |
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