+326.3%
NDAQ vs CLBK
+61.7%
+264.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +1.7% | +2.5% | -0.7% | +1.0% |
| 30D | +16.2% | +3.7% | +12.6% | +15.1% |
| 3M | +14.0% | -3.3% | +17.2% | +14.9% |
| 6M | +22.3% | +29.6% | -7.4% | +13.0% |
| YTD | +13.0% | +60.3% | -47.3% | -2.1% |
| 1Y | +24.0% | +63.4% | -39.4% | +6.6% |
| 3Y | +117.1% | +53.8% | +63.3% | +84.7% |
| 5Y | +67.5% | +29.0% | +38.6% | +44.4% |
| All | +326.3% | +61.7% | +264.6% | +229.8% |
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