+73.1%
F vs CLBK
+62.9%
+10.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | -0.3% |
| 7D | -0.6% | +1.8% | -2.4% | -1.4% |
| 30D | +2.9% | +5.1% | -2.2% | +0.6% |
| 3M | -9.5% | +5.2% | -14.7% | -11.8% |
| 6M | +4.0% | +28.6% | -24.5% | -7.7% |
| YTD | -1.3% | +61.4% | -62.7% | -21.3% |
| 1Y | -1.9% | +64.7% | -66.6% | -22.7% |
| 3Y | +53.5% | +55.1% | -1.6% | +19.5% |
| 5Y | -15.1% | +28.4% | -43.5% | -32.8% |
| All | +73.1% | +62.9% | +10.3% | +11.8% |
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