+81.7%
SPY vs CLBK
+41.8%
+39.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -0.4% | -1.5% | +1.1% | -0.1% |
| 30D | -1.4% | +6.7% | -8.1% | -2.6% |
| 3M | +3.7% | +21.2% | -17.5% | -0.2% |
| 6M | +13.0% | +42.0% | -29.0% | +5.5% |
| YTD | +12.4% | +63.3% | -50.9% | +2.0% |
| 1Y | +18.5% | +65.4% | -46.9% | +7.0% |
| 3Y | +77.6% | +52.5% | +25.2% | +60.1% |
| 5Y | +81.7% | +42.0% | +39.7% | +59.9% |
| All | +81.7% | +41.8% | +39.9% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling