+434.7%
P vs CLBK
+61.7%
+373.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.8% |
| 7D | +17.8% | +2.5% | +15.4% | +16.8% |
| 30D | -29.9% | +3.7% | -33.5% | -30.9% |
| 3M | -1.2% | -3.3% | +2.1% | -0.1% |
| 6M | +32.1% | +29.6% | +2.5% | +18.3% |
| YTD | +64.3% | +60.3% | +4.0% | +34.3% |
| 1Y | +24.3% | +63.4% | -39.1% | -0.2% |
| 3Y | +203.2% | +53.8% | +149.4% | +139.7% |
| 5Y | +290.4% | +29.0% | +261.4% | +208.4% |
| All | +434.7% | +61.7% | +373.0% | +269.5% |
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