-7.2%
SLB vs CLBK
+62.9%
-70.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | -0.2% |
| 7D | -3.7% | +1.8% | -5.5% | -4.6% |
| 30D | +2.9% | +5.1% | -2.2% | +0.1% |
| 3M | +0.2% | +5.2% | -5.0% | -2.9% |
| 6M | -4.4% | +28.6% | -33.0% | -17.5% |
| YTD | +33.4% | +61.4% | -28.0% | +0.9% |
| 1Y | +40.8% | +64.7% | -23.9% | +5.2% |
| 3Y | +3.2% | +55.1% | -51.9% | -25.1% |
| 5Y | +64.8% | +28.4% | +36.4% | +20.0% |
| All | -7.2% | +62.9% | -70.0% | -43.8% |
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