+224.3%
ON vs CLBK
+65.5%
+158.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.6% | +8.6% |
| 7D | +2.4% | -1.5% | +3.8% | +3.2% |
| 30D | -8.6% | -1.0% | -7.6% | -8.1% |
| 3M | -34.3% | +22.9% | -57.3% | -42.0% |
| 6M | +28.5% | +44.2% | -15.7% | +3.7% |
| YTD | +40.6% | +64.0% | -23.4% | +4.9% |
| 1Y | +55.3% | +65.7% | -10.4% | +15.0% |
| 3Y | -22.2% | +54.1% | -76.2% | -42.7% |
| 5Y | +62.4% | +44.7% | +17.7% | +8.0% |
| All | +224.3% | +65.5% | +158.8% | +80.4% |
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