+229.4%
IVV vs CLBK
+67.9%
+161.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | +1.2% | -1.1% | -0.2% |
| 30D | +0.1% | +9.1% | -9.1% | -2.5% |
| 3M | +2.0% | +27.7% | -25.7% | -5.3% |
| 6M | +13.0% | +40.8% | -27.8% | +1.9% |
| YTD | +13.6% | +66.4% | -52.8% | -2.9% |
| 1Y | +20.1% | +72.4% | -52.3% | +1.1% |
| 3Y | +77.6% | +50.7% | +26.9% | +51.5% |
| 5Y | +82.5% | +42.9% | +39.5% | +49.4% |
| All | +229.4% | +67.9% | +161.5% | +149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling