+39.9%
ICE vs CLBK
+41.8%
-2.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -0.9% | -1.5% | +0.6% | -0.6% |
| 30D | +4.0% | +6.7% | -2.7% | +3.0% |
| 3M | +11.0% | +21.2% | -10.2% | +7.9% |
| 6M | -5.0% | +42.0% | -46.9% | -9.7% |
| YTD | -2.7% | +63.3% | -66.0% | -9.5% |
| 1Y | -8.6% | +65.4% | -74.0% | -15.3% |
| 3Y | +41.4% | +52.5% | -11.1% | +30.9% |
| 5Y | +39.9% | +42.0% | -2.1% | +28.3% |
| All | +39.9% | +41.8% | -2.0% | +28.3% |
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 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