+259.8%
NDAQ vs CLBK
+65.6%
+194.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | -6.8% | -1.4% | -5.4% | -6.4% |
| 30D | -3.2% | +4.5% | -7.7% | -4.5% |
| 3M | +6.5% | +22.8% | -16.3% | +0.2% |
| 6M | +5.7% | +43.4% | -37.7% | -5.1% |
| YTD | -4.6% | +64.1% | -68.7% | -17.9% |
| 1Y | -1.6% | +67.6% | -69.1% | -16.2% |
| 3Y | +86.4% | +53.3% | +33.2% | +59.0% |
| 5Y | +50.3% | +44.8% | +5.5% | +23.2% |
| All | +259.8% | +65.6% | +194.2% | +176.8% |
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