+232.7%
SPOT vs CLBK
+65.5%
+167.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.1% | -1.5% | -1.6% | -2.9% |
| 30D | +7.4% | -1.0% | +8.4% | +7.5% |
| 3M | +8.2% | +22.9% | -14.7% | +5.0% |
| 6M | +2.2% | +44.2% | -42.0% | -3.2% |
| YTD | -9.5% | +64.0% | -73.4% | -16.1% |
| 1Y | -23.8% | +65.7% | -89.5% | -29.7% |
| 3Y | +233.5% | +54.1% | +179.4% | +205.9% |
| 5Y | +112.2% | +44.7% | +67.5% | +92.6% |
| All | +232.7% | +65.5% | +167.2% | +198.0% |
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