+1,475.0%
LLY vs CLBK
+66.9%
+1,408.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -3.1% | +1.1% | -4.2% | -3.3% |
| 30D | -5.1% | +7.8% | -12.8% | -6.0% |
| 3M | -2.1% | +23.9% | -25.9% | -4.9% |
| 6M | +13.8% | +42.3% | -28.5% | +8.6% |
| YTD | +5.1% | +65.4% | -60.3% | -1.6% |
| 1Y | +53.1% | +70.3% | -17.2% | +42.7% |
| 3Y | +95.6% | +54.5% | +41.2% | +81.6% |
| 5Y | +361.5% | +43.1% | +318.4% | +317.3% |
| All | +1,475.0% | +66.9% | +1,408.1% | +1,232.3% |
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