+371.4%
P vs CLBK
+64.7%
+306.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.5% |
| 7D | +5.0% | -1.5% | +6.5% | +5.6% |
| 30D | -0.9% | +6.7% | -7.6% | -3.4% |
| 3M | +38.7% | +21.2% | +17.5% | +28.0% |
| 6M | +54.4% | +42.0% | +12.4% | +33.2% |
| YTD | +44.8% | +63.3% | -18.4% | +17.8% |
| 1Y | +22.5% | +65.4% | -42.9% | -2.2% |
| 3Y | +148.2% | +52.5% | +95.8% | +97.6% |
| 5Y | +268.9% | +42.0% | +226.9% | +172.8% |
| All | +371.4% | +64.7% | +306.7% | +224.0% |
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