+1,992.5%
MU vs CLBK
+66.9%
+1,925.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +7.2% | +1.1% | +6.0% | +6.7% |
| 30D | +14.0% | +7.8% | +6.2% | +10.3% |
| 3M | +5.4% | +23.9% | -18.5% | -4.6% |
| 6M | +170.3% | +42.3% | +128.0% | +129.7% |
| YTD | +250.7% | +65.4% | +185.3% | +176.4% |
| 1Y | +662.1% | +70.3% | +591.8% | +488.7% |
| 3Y | +1,341.2% | +54.5% | +1,286.7% | +1,019.1% |
| 5Y | +1,319.3% | +43.1% | +1,276.2% | +939.1% |
| All | +1,992.5% | +66.9% | +1,925.6% | +1,195.0% |
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