+16.3%
MKC vs CLBK
+65.5%
-49.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.5% | -1.5% | 0.0% | -1.2% |
| 30D | -3.1% | -1.0% | -2.1% | -3.0% |
| 3M | +5.2% | +22.9% | -17.7% | +1.3% |
| 6M | -12.8% | +44.2% | -57.0% | -18.4% |
| YTD | -23.3% | +64.0% | -87.3% | -30.0% |
| 1Y | -24.1% | +65.7% | -89.8% | -31.0% |
| 3Y | -32.1% | +54.1% | -86.2% | -38.5% |
| 5Y | -32.8% | +44.7% | -77.5% | -40.3% |
| All | +16.3% | +65.5% | -49.1% | -3.5% |
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