+303.0%
MSCI vs CLBK
+66.9%
+236.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.6% |
| 7D | -2.1% | +1.1% | -3.2% | -2.4% |
| 30D | -1.7% | +7.8% | -9.5% | -3.9% |
| 3M | -8.2% | +23.9% | -32.1% | -14.1% |
| 6M | -2.4% | +42.3% | -44.8% | -12.6% |
| YTD | -2.8% | +65.4% | -68.2% | -17.1% |
| 1Y | -2.7% | +70.3% | -73.0% | -18.1% |
| 3Y | +7.3% | +54.5% | -47.2% | -9.3% |
| 5Y | -11.4% | +43.1% | -54.5% | -27.5% |
| All | +303.0% | +66.9% | +236.1% | +219.5% |
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