+246.1%
FIVE vs CLBK
+66.9%
+179.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | +3.7% | +1.1% | +2.5% | +3.1% |
| 30D | +4.0% | +7.8% | -3.8% | +0.3% |
| 3M | +36.2% | +23.9% | +12.4% | +22.8% |
| 6M | +18.0% | +42.3% | -24.3% | -0.7% |
| YTD | +34.9% | +65.4% | -30.5% | +5.0% |
| 1Y | +67.9% | +70.3% | -2.4% | +28.2% |
| 3Y | +57.3% | +54.5% | +2.9% | +20.4% |
| 5Y | +39.5% | +43.1% | -3.6% | -1.0% |
| All | +246.1% | +66.9% | +179.2% | +105.7% |
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