+15.4%
M vs CLBK
+60.9%
-45.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.9% |
| 7D | +7.0% | +0.9% | +6.1% | +6.5% |
| 30D | +8.9% | +3.4% | +5.5% | +6.7% |
| 3M | +4.5% | -4.3% | +8.8% | +7.1% |
| 6M | +36.2% | +28.4% | +7.8% | +14.2% |
| YTD | +15.1% | +59.4% | -44.3% | -17.0% |
| 1Y | +27.4% | +64.8% | -37.4% | -10.1% |
| 3Y | +160.1% | +50.6% | +109.6% | +84.2% |
| 5Y | -1.6% | +28.3% | -29.9% | -29.7% |
| All | +15.4% | +60.9% | -45.4% | -42.2% |
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