+82.2%
IVV vs CLBK
+43.5%
+38.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +0.5% | +1.1% | -0.6% | +0.3% |
| 30D | -1.0% | +7.8% | -8.7% | -2.4% |
| 3M | +3.9% | +23.9% | -20.0% | -0.4% |
| 6M | +14.5% | +42.3% | -27.8% | +6.9% |
| YTD | +12.9% | +65.4% | -52.5% | +2.3% |
| 1Y | +19.4% | +70.3% | -51.0% | +7.3% |
| 3Y | +78.8% | +54.5% | +24.3% | +61.1% |
| 5Y | +82.2% | +43.1% | +39.1% | +60.6% |
| All | +82.2% | +43.5% | +38.7% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling