+391.0%
GE vs CLBK
+65.5%
+325.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -4.0% | -1.5% | -2.5% | -3.4% |
| 30D | -11.4% | -1.0% | -10.4% | -11.1% |
| 3M | -2.6% | +22.9% | -25.5% | -11.1% |
| 6M | -0.3% | +44.2% | -44.5% | -14.9% |
| YTD | +5.4% | +64.0% | -58.6% | -15.1% |
| 1Y | +15.5% | +65.7% | -50.1% | -8.0% |
| 3Y | +260.8% | +54.1% | +206.7% | +181.6% |
| 5Y | +421.6% | +44.7% | +377.0% | +272.5% |
| All | +391.0% | +65.5% | +325.6% | +185.4% |
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