+394.5%
GLW vs CLBK
+41.8%
+352.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +16.9% | -1.5% | +18.3% | +17.3% |
| 30D | +7.0% | +6.7% | +0.3% | +5.2% |
| 3M | -3.0% | +21.2% | -24.1% | -8.1% |
| 6M | +31.0% | +42.0% | -11.0% | +18.8% |
| YTD | +93.4% | +63.3% | +30.2% | +68.8% |
| 1Y | +134.7% | +65.4% | +69.4% | +103.5% |
| 3Y | +471.8% | +52.5% | +419.3% | +395.6% |
| 5Y | +394.5% | +42.0% | +352.5% | +310.0% |
| All | +394.5% | +41.8% | +352.6% | +310.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling