+1,900.1%
LLY vs CLBK
+61.7%
+1,838.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +4.6% | +2.5% | +2.1% | +4.3% |
| 30D | +22.4% | +3.7% | +18.7% | +21.8% |
| 3M | +17.1% | -3.3% | +20.4% | +17.6% |
| 6M | +44.6% | +29.6% | +15.0% | +39.6% |
| YTD | +33.5% | +60.3% | -26.8% | +25.4% |
| 1Y | +41.1% | +63.4% | -22.3% | +32.3% |
| 3Y | +143.8% | +53.8% | +89.9% | +126.1% |
| 5Y | +473.4% | +29.0% | +444.4% | +433.2% |
| All | +1,900.1% | +61.7% | +1,838.4% | +1,597.9% |
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