+112.4%
RF vs CLBK
+63.6%
+48.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.3% | +2.2% | -3.5% | -2.9% |
| 30D | +4.6% | +5.0% | -0.3% | +0.9% |
| 3M | -8.4% | +3.3% | -11.7% | -11.0% |
| 6M | +8.9% | +29.6% | -20.7% | -11.3% |
| YTD | +8.8% | +62.1% | -53.3% | -25.7% |
| 1Y | +18.9% | +64.3% | -45.4% | -19.8% |
| 3Y | +116.0% | +55.6% | +60.4% | +43.6% |
| 5Y | +46.0% | +29.3% | +16.8% | +1.9% |
| All | +112.4% | +63.6% | +48.8% | +20.8% |
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