-54.3%
S vs CLBK
+46.7%
-101.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.4% |
| 7D | -1.2% | -1.5% | +0.2% | -0.8% |
| 30D | -12.6% | +6.7% | -19.2% | -14.1% |
| 3M | +27.6% | +21.2% | +6.4% | +20.5% |
| 6M | +35.5% | +42.0% | -6.5% | +22.1% |
| YTD | +29.6% | +63.3% | -33.7% | +12.2% |
| 1Y | +8.1% | +65.4% | -57.3% | -6.9% |
| 3Y | +14.8% | +52.5% | -37.7% | 0.0% |
| 5Y | -70.6% | +42.0% | -112.5% | -72.6% |
| All | -54.3% | +46.7% | -101.0% | -55.4% |
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