+99.2%
IWM vs CLBK
+61.7%
+37.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | +2.8% | +2.5% | +0.3% | +1.6% |
| 30D | +0.6% | +3.7% | -3.0% | -1.1% |
| 3M | -7.8% | -3.3% | -4.5% | -6.5% |
| 6M | -1.0% | +29.6% | -30.6% | -13.3% |
| YTD | +13.9% | +60.3% | -46.4% | -10.6% |
| 1Y | +15.4% | +63.4% | -48.0% | -10.4% |
| 3Y | +70.2% | +53.8% | +16.4% | +31.8% |
| 5Y | +23.7% | +29.0% | -5.3% | -2.5% |
| All | +99.2% | +61.7% | +37.5% | +33.8% |
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