+170.6%
EXEL vs CLBK
+65.5%
+105.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -4.9% | -1.5% | -3.4% | -4.5% |
| 30D | +11.4% | -1.0% | +12.4% | +11.7% |
| 3M | +4.9% | +22.9% | -18.0% | -2.1% |
| 6M | +34.4% | +44.2% | -9.8% | +18.9% |
| YTD | +28.0% | +64.0% | -35.9% | +8.1% |
| 1Y | +43.6% | +65.7% | -22.0% | +20.2% |
| 3Y | +155.2% | +54.1% | +101.2% | +113.0% |
| 5Y | +181.2% | +44.7% | +136.5% | +121.1% |
| All | +170.6% | +65.5% | +105.1% | +94.1% |
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