+407.3%
GLW vs CLBK
+63.3%
+344.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -11.1% | +2.9% | -14.0% | -12.0% |
| 30D | -28.4% | +5.4% | -33.8% | -30.0% |
| 3M | -28.8% | +5.8% | -34.5% | -30.6% |
| 6M | -39.8% | +28.9% | -68.7% | -46.4% |
| YTD | +28.7% | +61.8% | -33.1% | +3.5% |
| 1Y | +27.7% | +63.1% | -35.4% | +2.2% |
| 3Y | +331.3% | +55.3% | +276.0% | +236.6% |
| 5Y | +233.4% | +28.0% | +205.5% | +166.9% |
| All | +407.3% | +63.3% | +344.0% | +255.4% |
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