+15.3%
O vs CLBK
+41.8%
-26.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | -2.3% | -1.5% | -0.8% | -2.1% |
| 30D | -2.4% | +6.7% | -9.1% | -3.3% |
| 3M | -0.6% | +21.2% | -21.7% | -3.1% |
| 6M | -5.0% | +42.0% | -47.0% | -9.3% |
| YTD | +10.4% | +63.3% | -52.9% | +3.3% |
| 1Y | +6.6% | +65.4% | -58.8% | -0.6% |
| 3Y | +28.4% | +52.5% | -24.1% | +19.5% |
| 5Y | +15.3% | +42.0% | -26.7% | +5.1% |
| All | +15.3% | +41.8% | -26.5% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling