+13.6%
FIVE vs CLBK
+24.6%
-10.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +17.7% | +2.9% | +14.8% | +16.7% |
| 3M | +4.0% | +3.0% | +1.0% | +2.9% |
| 6M | +2.6% | +27.3% | -24.7% | -4.7% |
| YTD | +27.6% | +58.0% | -30.4% | +11.0% |
| 1Y | +59.9% | +62.4% | -2.4% | +38.0% |
| 3Y | +35.8% | +46.9% | -11.2% | +17.3% |
| All | +13.6% | +24.6% | -10.9% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling