+70.6%
MTB vs CLBK
+65.5%
+5.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | 0.0% | -1.5% | +1.4% | +0.9% |
| 30D | -4.8% | -1.0% | -3.8% | -4.2% |
| 3M | +6.0% | +22.9% | -17.0% | -8.0% |
| 6M | +19.6% | +44.2% | -24.6% | -6.8% |
| YTD | +21.5% | +64.0% | -42.5% | -13.5% |
| 1Y | +24.7% | +65.7% | -41.0% | -12.6% |
| 3Y | +108.6% | +54.1% | +54.5% | +48.0% |
| 5Y | +106.7% | +44.7% | +62.0% | +37.4% |
| All | +70.6% | +65.5% | +5.1% | +3.6% |
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