+173.6%
LOW vs CLBK
+65.5%
+108.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.7% | -1.5% | -2.3% | -3.2% |
| 30D | -8.9% | -1.0% | -7.8% | -8.6% |
| 3M | -10.4% | +22.9% | -33.3% | -17.1% |
| 6M | -19.4% | +44.2% | -63.6% | -29.6% |
| YTD | -17.1% | +64.0% | -81.1% | -31.2% |
| 1Y | -26.3% | +65.7% | -91.9% | -39.3% |
| 3Y | -9.9% | +54.1% | -63.9% | -26.1% |
| 5Y | +6.1% | +44.7% | -38.6% | -17.1% |
| All | +173.6% | +65.5% | +108.1% | +89.3% |
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