+107.4%
IWM vs CLBK
+64.7%
+42.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | -1.1% | -1.5% | +0.3% | -0.4% |
| 30D | -3.1% | +6.7% | -9.8% | -6.2% |
| 3M | +2.2% | +21.2% | -18.9% | -7.3% |
| 6M | +15.1% | +42.0% | -26.9% | -3.5% |
| YTD | +18.6% | +63.3% | -44.7% | -7.6% |
| 1Y | +24.0% | +65.4% | -41.4% | -4.6% |
| 3Y | +63.7% | +52.5% | +11.2% | +27.5% |
| 5Y | +38.2% | +42.0% | -3.8% | +2.1% |
| All | +107.4% | +64.7% | +42.6% | +38.3% |
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