-1.0%
GAP vs CLBK
+61.7%
-62.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.6% |
| 7D | -5.2% | +2.5% | -7.6% | -6.7% |
| 30D | -6.9% | +3.7% | -10.6% | -9.1% |
| 3M | +5.7% | -3.3% | +9.0% | +7.3% |
| 6M | +0.9% | +29.6% | -28.7% | -16.8% |
| YTD | -14.5% | +60.3% | -74.7% | -39.3% |
| 1Y | -12.1% | +63.4% | -75.5% | -38.5% |
| 3Y | +72.2% | +53.8% | +18.3% | +18.8% |
| 5Y | +4.5% | +29.0% | -24.4% | -26.1% |
| All | -1.0% | +61.7% | -62.8% | -44.6% |
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