+383.6%
MSCI vs CLBK
+63.6%
+320.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.9% | +2.2% | -4.0% | -2.5% |
| 30D | +16.5% | +5.0% | +11.5% | +14.8% |
| 3M | +18.2% | +3.3% | +14.9% | +16.9% |
| 6M | +14.0% | +29.6% | -15.6% | +5.0% |
| YTD | +16.6% | +62.1% | -45.5% | 0.0% |
| 1Y | +14.8% | +64.3% | -49.5% | -2.1% |
| 3Y | +33.3% | +55.6% | -22.4% | +12.2% |
| 5Y | +9.1% | +29.3% | -20.2% | -6.5% |
| All | +383.6% | +63.6% | +320.0% | +285.2% |
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