+236.1%
FIVE vs CLBK
+60.9%
+175.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | +2.7% | +0.9% | +1.8% | +2.3% |
| 30D | +12.7% | +3.4% | +9.3% | +10.9% |
| 3M | +2.1% | -4.3% | +6.3% | +3.9% |
| 6M | +17.5% | +28.4% | -10.9% | +3.6% |
| YTD | +31.0% | +59.4% | -28.4% | +3.6% |
| 1Y | +67.7% | +64.8% | +2.9% | +30.3% |
| 3Y | +43.4% | +50.6% | -7.2% | +10.9% |
| 5Y | +18.1% | +28.3% | -10.2% | -9.3% |
| All | +236.1% | +60.9% | +175.2% | +102.8% |
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