+359.8%
MS vs CLBK
+63.6%
+296.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -1.7% | +2.2% | -3.9% | -2.8% |
| 30D | +0.9% | +5.0% | -4.1% | -1.7% |
| 3M | -10.8% | +3.3% | -14.1% | -12.6% |
| 6M | +0.9% | +29.6% | -28.7% | -13.3% |
| YTD | +9.8% | +62.1% | -52.3% | -17.0% |
| 1Y | +17.1% | +64.3% | -47.3% | -12.4% |
| 3Y | +175.7% | +55.6% | +120.1% | +103.7% |
| 5Y | +125.9% | +29.3% | +96.6% | +71.1% |
| All | +359.8% | +63.6% | +296.3% | +187.9% |
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