+16.6%
M vs CLBK
+62.9%
-46.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.2% | +5.9% | +6.7% |
| 7D | +2.5% | +1.8% | +0.8% | +1.5% |
| 30D | +10.1% | +5.1% | +5.0% | +6.7% |
| 3M | -0.9% | +5.2% | -6.1% | -4.7% |
| 6M | +30.2% | +28.6% | +1.6% | +9.1% |
| YTD | +16.3% | +61.4% | -45.1% | -16.8% |
| 1Y | +27.0% | +64.7% | -37.7% | -10.4% |
| 3Y | +154.5% | +55.1% | +99.4% | +76.4% |
| 5Y | -1.1% | +28.4% | -29.4% | -29.0% |
| All | +16.6% | +62.9% | -46.3% | -42.0% |
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