+68.2%
IVV vs CLBK
+24.6%
+43.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | -5.4% | +2.9% | -8.2% | -5.9% |
| 3M | -4.1% | +3.0% | -7.0% | -4.7% |
| 6M | +0.7% | +27.3% | -26.6% | -3.9% |
| YTD | +8.7% | +58.0% | -49.3% | -0.6% |
| 1Y | +11.0% | +62.4% | -51.4% | +0.8% |
| 3Y | +75.4% | +46.9% | +28.5% | +59.5% |
| All | +68.2% | +24.6% | +43.6% | +52.7% |
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