-2.4%
IP vs CLBK
+61.7%
-64.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -1.6% |
| 7D | -0.9% | +2.5% | -3.3% | -1.9% |
| 30D | +6.7% | +3.7% | +3.0% | +5.1% |
| 3M | -16.6% | -3.3% | -13.3% | -15.5% |
| 6M | +6.0% | +29.6% | -23.7% | -5.8% |
| YTD | -10.7% | +60.3% | -70.9% | -27.7% |
| 1Y | -6.7% | +63.4% | -70.1% | -25.1% |
| 3Y | +17.1% | +53.8% | -36.7% | -7.7% |
| 5Y | -14.6% | +29.0% | -43.5% | -32.0% |
| All | -2.4% | +61.7% | -64.2% | -34.3% |
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