+215.3%
IVV vs CLBK
+59.4%
+155.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | -5.4% | +2.9% | -8.2% | -6.2% |
| 3M | -4.1% | +3.0% | -7.0% | -5.1% |
| 6M | +0.7% | +27.3% | -26.6% | -6.6% |
| YTD | +8.7% | +58.0% | -49.3% | -5.8% |
| 1Y | +11.0% | +62.4% | -51.4% | -4.7% |
| 3Y | +75.4% | +46.9% | +28.5% | +50.5% |
| 5Y | +68.3% | +25.3% | +43.1% | +45.7% |
| All | +215.3% | +59.4% | +155.9% | +141.8% |
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