+157.6%
GM vs CLBK
+65.5%
+92.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.4% | -1.5% | -1.0% | -1.7% |
| 30D | -1.1% | -1.0% | -0.1% | -0.6% |
| 3M | +6.1% | +22.9% | -16.8% | -5.2% |
| 6M | +15.0% | +44.2% | -29.2% | -5.5% |
| YTD | +6.0% | +64.0% | -58.0% | -18.8% |
| 1Y | +47.1% | +65.7% | -18.6% | +11.8% |
| 3Y | +170.5% | +54.1% | +116.4% | +104.1% |
| 5Y | +80.5% | +44.7% | +35.8% | +26.2% |
| All | +157.6% | +65.5% | +92.1% | +58.3% |
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