+399.5%
P vs CLBK
+62.9%
+336.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +5.4% |
| 7D | -9.6% | +1.8% | -11.4% | -10.1% |
| 30D | -33.4% | +5.1% | -38.5% | -34.8% |
| 3M | +14.2% | +5.2% | +9.0% | +11.8% |
| 6M | +31.6% | +28.6% | +3.0% | +18.2% |
| YTD | +53.5% | +61.4% | -7.9% | +25.1% |
| 1Y | +14.2% | +64.7% | -50.5% | -8.6% |
| 3Y | +190.5% | +55.1% | +135.4% | +128.9% |
| 5Y | +256.3% | +28.4% | +228.0% | +183.2% |
| All | +399.5% | +62.9% | +336.6% | +244.2% |
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