+222.7%
IVV vs CLBK
+62.9%
+159.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.7% |
| 7D | +0.1% | +1.8% | -1.7% | -0.4% |
| 30D | -3.3% | +5.1% | -8.4% | -4.7% |
| 3M | -2.4% | +5.2% | -7.6% | -4.0% |
| 6M | +2.6% | +28.6% | -26.0% | -5.1% |
| YTD | +11.3% | +61.4% | -50.1% | -4.1% |
| 1Y | +13.4% | +64.7% | -51.3% | -3.0% |
| 3Y | +80.3% | +55.1% | +25.2% | +52.0% |
| 5Y | +72.7% | +28.4% | +44.3% | +48.4% |
| All | +222.7% | +62.9% | +159.8% | +146.0% |
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 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