+121.7%
IJH vs CLBK
+65.5%
+56.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.9% | -1.5% | -0.4% | -1.2% |
| 30D | -4.6% | -1.0% | -3.6% | -4.2% |
| 3M | -1.2% | +22.9% | -24.1% | -9.9% |
| 6M | +9.4% | +44.2% | -34.8% | -7.1% |
| YTD | +13.3% | +64.0% | -50.6% | -9.4% |
| 1Y | +13.4% | +65.7% | -52.3% | -10.3% |
| 3Y | +50.4% | +54.1% | -3.6% | +18.8% |
| 5Y | +49.0% | +44.7% | +4.3% | +10.7% |
| All | +121.7% | +65.5% | +56.3% | +49.4% |
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