+585.2%
MOD vs CLBK
+60.9%
+524.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.5% | +28.4% | +28.2% |
| 7D | +40.4% | +0.9% | +39.5% | +39.6% |
| 30D | -14.0% | +3.4% | -17.4% | -16.4% |
| 3M | -33.3% | -4.3% | -29.1% | -31.8% |
| 6M | -51.4% | +28.4% | -79.8% | -59.9% |
| YTD | +1.6% | +59.4% | -57.8% | -28.2% |
| 1Y | +5.4% | +64.8% | -59.4% | -27.4% |
| 3Y | +191.0% | +50.6% | +140.4% | +106.3% |
| 5Y | +1,093.1% | +28.3% | +1,064.9% | +768.3% |
| All | +585.2% | +60.9% | +524.3% | +319.4% |
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