+234.5%
SPOT vs CLBK
+66.9%
+167.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | -2.9% | +1.1% | -4.0% | -3.0% |
| 30D | +8.3% | +7.8% | +0.5% | +7.1% |
| 3M | +5.1% | +23.9% | -18.8% | +1.8% |
| 6M | -6.5% | +42.3% | -48.8% | -11.2% |
| YTD | -9.0% | +65.4% | -74.4% | -15.7% |
| 1Y | -26.4% | +70.3% | -96.7% | -32.4% |
| 3Y | +240.0% | +54.5% | +185.6% | +211.9% |
| 5Y | +111.7% | +43.1% | +68.6% | +92.9% |
| All | +234.5% | +66.9% | +167.6% | +199.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling