+202.6%
ON vs CLBK
+60.9%
+141.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | +12.2% | +0.9% | +11.3% | +11.8% |
| 30D | -3.1% | +3.4% | -6.5% | -4.9% |
| 3M | -12.9% | -4.3% | -8.6% | -10.8% |
| 6M | -38.6% | +28.4% | -66.9% | -47.1% |
| YTD | +31.2% | +59.4% | -28.2% | -0.6% |
| 1Y | +47.6% | +64.8% | -17.2% | +9.8% |
| 3Y | +6.6% | +50.6% | -44.0% | -20.4% |
| 5Y | +21.3% | +28.3% | -7.0% | -10.2% |
| All | +202.6% | +60.9% | +141.8% | +71.0% |
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