+372.5%
MSCI vs CLBK
+62.9%
+309.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.2% |
| 7D | +1.5% | +1.8% | -0.3% | +0.9% |
| 30D | +14.4% | +5.1% | +9.3% | +12.7% |
| 3M | +15.2% | +5.2% | +10.0% | +13.3% |
| 6M | +11.2% | +28.6% | -17.3% | +2.8% |
| YTD | +13.9% | +61.4% | -47.5% | -2.2% |
| 1Y | +12.5% | +64.7% | -52.2% | -4.2% |
| 3Y | +32.3% | +55.1% | -22.8% | +11.5% |
| 5Y | +4.9% | +28.4% | -23.5% | -9.9% |
| All | +372.5% | +62.9% | +309.7% | +276.9% |
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