-3.3%
GAP vs CLBK
+65.6%
-68.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.5% |
| 7D | -6.3% | -1.4% | -4.9% | -5.4% |
| 30D | -0.2% | +4.5% | -4.8% | -3.6% |
| 3M | 0.0% | +22.8% | -22.8% | -13.8% |
| 6M | -8.1% | +43.4% | -51.5% | -28.9% |
| YTD | -16.5% | +64.1% | -80.6% | -41.3% |
| 1Y | -10.5% | +67.6% | -78.0% | -38.4% |
| 3Y | +104.0% | +53.3% | +50.7% | +42.2% |
| 5Y | +6.8% | +44.8% | -38.1% | -32.3% |
| All | -3.3% | +65.6% | -68.9% | -46.5% |
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