+227.4%
IVV vs CLBK
+66.9%
+160.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +0.5% | +1.1% | -0.6% | +0.2% |
| 30D | -1.0% | +7.8% | -8.7% | -3.2% |
| 3M | +3.9% | +23.9% | -20.0% | -2.7% |
| 6M | +14.5% | +42.3% | -27.8% | +2.9% |
| YTD | +12.9% | +65.4% | -52.5% | -3.3% |
| 1Y | +19.4% | +70.3% | -51.0% | +0.9% |
| 3Y | +78.8% | +54.5% | +24.3% | +51.2% |
| 5Y | +82.2% | +43.1% | +39.1% | +48.9% |
| All | +227.4% | +66.9% | +160.5% | +148.1% |
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