+236.7%
EXEL vs CLBK
+61.7%
+175.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | +1.6% | +2.5% | -0.8% | +0.9% |
| 30D | +17.4% | +3.7% | +13.7% | +16.1% |
| 3M | +38.6% | -3.3% | +41.9% | +39.9% |
| 6M | +41.2% | +29.6% | +11.6% | +29.3% |
| YTD | +59.3% | +60.3% | -0.9% | +35.4% |
| 1Y | +60.2% | +63.4% | -3.2% | +35.0% |
| 3Y | +232.6% | +53.8% | +178.7% | +177.5% |
| 5Y | +285.9% | +29.0% | +256.9% | +223.7% |
| All | +236.7% | +61.7% | +175.0% | +143.2% |
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