+351.4%
MS vs CLBK
+62.9%
+288.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +1.0% | +2.0% |
| 7D | +0.7% | +1.8% | -1.1% | -0.1% |
| 30D | -0.9% | +5.1% | -6.0% | -3.6% |
| 3M | -13.0% | +5.2% | -18.2% | -15.6% |
| 6M | -2.0% | +28.6% | -30.5% | -15.4% |
| YTD | +7.8% | +61.4% | -53.6% | -18.4% |
| 1Y | +17.9% | +64.7% | -46.8% | -11.9% |
| 3Y | +174.8% | +55.1% | +119.7% | +103.4% |
| 5Y | +119.9% | +28.4% | +91.5% | +67.3% |
| All | +351.4% | +62.9% | +288.5% | +183.3% |
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