+662.1%
GLW vs CLBK
+64.7%
+597.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.0% |
| 7D | +16.9% | -1.5% | +18.3% | +17.6% |
| 30D | +7.0% | +6.7% | +0.3% | +4.0% |
| 3M | -3.0% | +21.2% | -24.1% | -11.2% |
| 6M | +31.0% | +42.0% | -11.0% | +11.9% |
| YTD | +93.4% | +63.3% | +30.2% | +55.2% |
| 1Y | +134.7% | +65.4% | +69.4% | +86.2% |
| 3Y | +471.8% | +52.5% | +419.3% | +350.5% |
| 5Y | +394.5% | +42.0% | +352.5% | +267.3% |
| All | +662.1% | +64.7% | +597.4% | +432.5% |
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