+2,812.8%
FIX vs CLBK
+63.6%
+2,749.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.9% | +4.9% |
| 7D | +6.4% | +2.2% | +4.3% | +5.5% |
| 30D | -29.1% | +5.0% | -34.1% | -30.9% |
| 3M | -31.1% | +3.3% | -34.4% | -32.5% |
| 6M | -42.8% | +29.6% | -72.4% | -50.4% |
| YTD | +24.6% | +62.1% | -37.5% | -4.5% |
| 1Y | +21.9% | +64.3% | -42.4% | -7.4% |
| 3Y | +524.9% | +55.6% | +469.3% | +367.0% |
| 5Y | +1,092.2% | +29.3% | +1,062.9% | +788.3% |
| All | +2,812.8% | +63.6% | +2,749.2% | +1,655.3% |
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