+222.5%
SPY vs CLBK
+65.6%
+156.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.0% | -1.4% | -0.6% | -1.6% |
| 30D | -1.7% | +4.5% | -6.2% | -3.0% |
| 3M | +4.7% | +22.8% | -18.1% | -1.6% |
| 6M | +12.5% | +43.4% | -30.9% | +0.9% |
| YTD | +11.7% | +64.1% | -52.4% | -4.0% |
| 1Y | +17.5% | +67.6% | -50.1% | -0.1% |
| 3Y | +76.6% | +53.3% | +23.3% | +49.9% |
| 5Y | +82.0% | +44.8% | +37.2% | +48.1% |
| All | +222.5% | +65.6% | +156.9% | +146.8% |
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