+3,950.0%
FIX vs CLBK
+64.7%
+3,885.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.4% |
| 7D | +3.5% | -1.5% | +5.0% | +4.3% |
| 30D | -3.5% | +6.7% | -10.2% | -6.7% |
| 3M | -11.8% | +21.2% | -32.9% | -20.4% |
| 6M | +17.8% | +42.0% | -24.2% | -2.1% |
| YTD | +73.3% | +63.3% | +10.0% | +32.8% |
| 1Y | +128.1% | +65.4% | +62.7% | +72.5% |
| 3Y | +772.7% | +52.5% | +720.2% | +561.7% |
| 5Y | +2,166.4% | +42.0% | +2,124.5% | +1,456.3% |
| All | +3,950.0% | +64.7% | +3,885.3% | +2,340.8% |
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