+190.5%
MET vs CLBK
+60.9%
+129.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | +4.5% | +0.9% | +3.6% | +4.0% |
| 30D | +3.5% | +3.4% | +0.1% | +1.7% |
| 3M | +5.9% | -4.3% | +10.2% | +8.2% |
| 6M | +33.1% | +28.4% | +4.7% | +15.3% |
| YTD | +33.6% | +59.4% | -25.8% | +2.3% |
| 1Y | +32.7% | +64.8% | -32.1% | -0.4% |
| 3Y | +85.0% | +50.6% | +34.5% | +38.7% |
| 5Y | +85.6% | +28.3% | +57.3% | +39.5% |
| All | +190.5% | +60.9% | +129.6% | +84.0% |
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