+5.1%
SLB vs CLBK
+64.7%
-59.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.6% |
| 7D | -1.9% | -1.5% | -0.4% | -1.1% |
| 30D | +7.8% | +6.7% | +1.1% | +3.9% |
| 3M | +2.7% | +21.2% | -18.5% | -8.2% |
| 6M | +22.2% | +42.0% | -19.8% | +0.1% |
| YTD | +51.1% | +63.3% | -12.2% | +13.9% |
| 1Y | +63.3% | +65.4% | -2.0% | +21.4% |
| 3Y | +2.4% | +52.5% | -50.0% | -24.8% |
| 5Y | +139.3% | +42.0% | +97.4% | +57.9% |
| All | +5.1% | +64.7% | -59.6% | -36.6% |
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