+229.8%
MAR vs CLBK
+60.9%
+168.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.1% |
| 7D | +1.6% | +0.9% | +0.7% | +1.2% |
| 30D | +13.8% | +3.4% | +10.4% | +12.2% |
| 3M | +20.3% | -4.3% | +24.6% | +22.1% |
| 6M | +21.3% | +28.4% | -7.0% | +8.3% |
| YTD | +37.2% | +59.4% | -22.2% | +11.1% |
| 1Y | +48.4% | +64.8% | -16.4% | +18.3% |
| 3Y | +120.1% | +50.6% | +69.5% | +76.0% |
| 5Y | +182.1% | +28.3% | +153.8% | +124.9% |
| All | +229.8% | +60.9% | +168.9% | +127.7% |
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